Probability Theory Cheat Sheet

A comprehensive probability cheatsheet covering key concepts, formulas, Bayes' rule, random variables, and distributions. Ideal for college students.

Probability Cheat Sheet Foundations of Data Analysis Review of quotEnglish translationquot for events A92B quotboth events A and B happenquot AB quoteither event A or B or both happensquot Ac quotevent A does not happenquot A B A92Bc quotevent A happens, but event B does not happenquot Set Theory Rules try drawing Venn

Cheat Sheet for Probability Theory Ingmar Land 1 Scalar-valued Random Variables Consider two real-valued random variables RV X and Y with the individual probabil-ity distributions pXx and pY y, and the joint distribution pXY xy. The probability distributions are probability mass functions pmf if the random variables take discrete

Axiom 1 Every probability is between 0 and 1 included, i.e 9292boxed092leqslant PE92leqslant 192 Axiom 2 The probability that at least one of the elementary events in the entire sample space will occur is 1, i.e

Probability Theory. next episode. Probability CheatSheet. Overview. Teaching min Exercises min Questions. Objectives. Calculating probability of an event. Use counting principles if the naive definition of probability applies. Is the probability of the complement easier to find? Look for symmetries.

Marginal Unconditional Probability P A Probability of . Conditional Probability P Aj B ABP Probability of A, given that Boccurred. Conditional Probability is Probability PAjB is a probability function for any xed B. Any theorem that holds for probability also holds for conditional probability. Probability of an Intersection

Next, we will explore the rules in our probability cheat sheet. Definition The probability rules are the basic principles defining the foundation of probability. 1. Addition Rule. Definition mutually exclusive events The exclusive events are those that can't occur at the same time.The probability of the occurrence of one event or another event, in that case, is the sum of their

NOTE If you roll a die ntimes, then the probability of getting a total of exactly kis the coecient of sk term in the generatingfunction. 1. Chebechev's Inequality PjX j a VarX a2 NOTE YoucanuseChebyshev'sinequalitytotondavalueof nsuchthatifyoutossacoin ntimestheproportionof

This is an 10-page probability cheatsheet compiled from Harvard's Introduction to Probability course, taught by Joe Blitzstein . The probability formula sheet summarizes important probability probability concepts, formulas, and distributions, with figures, examples, and stories. Latex cheat sheet for providing the cheatsheet format.

Probability Cheat Sheet PAc 1PA PAB PAPB if A,B do not overlap. PAB PAPB if A,B are independent. EaX bY c aEX bEY c EgX 6 gEX unless g is a linear function VarX EX EX2 EX2 EX2