\documentclass{article}
\usepackage[UTF8]{ctex}
\usepackage{threeparttable}
\usepackage[scale={0.9,0.9}]{geometry}
\DeclareMathAlphabet{\mathpzc}{OT1}{pzc}{m}{it}%数学符号字体的设置
%\usepackage{bm} % 粗斜体 \bm
\usepackage{bbm} % \mathbbm, \mathbbss, \mathbbmtt
\usepackage{dsfont} % \mathds
\usepackage{yfonts} % \textfrak, \textswab
\usepackage{amssymb} % \mathfrak, \mathcal
\usepackage{mathrsfs}% \mathscr, 不同于\mathcal or \mathfrak 之类的英文花体字体%产生拉普拉斯变换式的字母
\begin{document}
\newcommand{\testmath}[1]{ \begin{tabular}{l}
$#1{ABCDEFGHIJKLMNOPQRSTUVWXYZ}$ \\[-5pt]
$#1{abcdefghijklmnopqrstuvwxyz\ 0123456789}$
\end{tabular}}
\newcommand{\testtext}[1]{ \begin{tabular}{l}
#1{ABCDEFGHIJKLMNOPQRSTUVWXYZ} \\[-5pt]
#1{abcdefghijklmnopqrstuvwxyz\ 0123456789}
\end{tabular}}
\begin{table}
\centering
\begin{threeparttable}
\begin{tabular}{c|l|c}
\hline
command & result & package \\\hline
default & \testmath{} & non \\\hline
\verb|\mathrm| & \testmath{\mathrm} & non \\\hline
\verb|\mathit| & \testmath{\mathit} & non \\\hline
\verb|\mathbf| & \testmath{\mathbf} & non \\\hline
\verb|\mathtt| & \testmath{\mathtt} & non \\\hline
\verb|\mathsf| & \testtext{\textsf} & non\tnote{a} \\\hline
\verb|\mathcal| & \testmath{\mathcal} & non\tnote{b} \\\hline
\verb|\mathbb| & \testmath{\mathbb} & \verb|\usepackage{amssymb}|\tnote{c} \\\hline
\verb|\mathfrak| & \testmath{\mathfrak} & \verb|\usepackage{amssymb}| \\\hline
% \verb|\bm| & \testmath{\bm} & \verb|\usepackage{bm}| \\\hline
\verb|\mathbbm| & \testmath{\mathbbm} & \verb|\usepackage{bbm}| \\\hline
\verb|\mathbbmss| & \testmath{\mathbbmss} & \verb|\usepackage{bbm}| \\\hline
\verb|\mathbbmtt| & \testmath{\mathbbmtt} & \verb|\usepackage{bbm}| \\\hline
\verb|\mathscr| & \testmath{\mathscr} & \verb|\usepackage{mathrsfs}| \\\hline
\verb|\mathds| & \testmath{\mathds} & \verb|\usepackage{dsfont}|\tnote{d} \\\hline
\verb|\mathpzc| & \testmath{\mathpzc} & non\tnote{e} \\\hline
\verb|\textfrak| & \testtext{\textfrak} & \verb|\usepackage{yfonts}| \\\hline
\verb|\textswab| & \testtext{\textswab} & \verb|\usepackage{yfonts}| \\\hline
\end{tabular}
\begin{tablenotes}
\item [a] \verb|\mathpzc| conflicts with \verb|\mathsf|, so here the result is in fact from \verb|\textsf|
which gives the same result with \verb|\mathsf|.
\item [b] The useage of package \verb|eucal| can change the font appearence.
\item [c] The \verb|amssymb| package is a superset of the \verb|amsfonts| package.
\item [d] Using \verb|sans| option, \verb|\usepackage[sans]{dsfont}|, gives sans version font.
\item [e] Need the command: \verb|\DeclareMathAlphabet{\mathpzc}{OT1}{pzc}{m}{it}|
\end{tablenotes}
\end{threeparttable}
\end{table}
\end{document}