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The LaTeX command for sigma (σ) is \sigma.
\sigmaWrite \sigma inside math mode — that is, between $…$ for inline math or in a \[ … \] / equation block for display math. It is part of core LaTeX math, so no extra package is required.
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Use \sigma in math mode — it needs no extra package. For example, $\sigma \in \mathbb{R}$.
None — \sigma is built into LaTeX's math mode, so no extra package is required.