What does delta mean in statistical analysis?

'Delta' from the Classical Greek alphabet means 'Difference'.

Depends on the context/book you have.

In math, it often means a "difference of".

In stats it sometimes means the standard deviation squared, the variance...sometimes.

Like, it can mean the Laplace operator Δ = ∇². This too is sometimes used in stats when dealing with the Poisson distribution. https://en.wikipedia.org/wiki/Laplace_operator

So, its meaning really depends on *your* book. Read therein to see what *they* mean by "delta".

delta = "a change of"