A bibliography is a list of publications (books, articles, videos, images, datasets, etc.)
To annotate is to make notes or comments on an item.
An annotated bibliography is a list of publications with your notes or comments.
If a professor has given you an assignment to write an annotated bibliography, there are probably more requirements than just "make a list of publications with your notes."
You will sometimes hear people call it an "annotated bib." It's the same thing.
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