Probability Cheat Sheet

Basics

Commutative Distribution Function

  1. $F_{X}(x) = P(X \leq x)$

Probability Density Function

  1. $F_{X}(x) = \int_{-\infty}^{\infty} f_{X}(t) dt$
  2. $\int_{-\infty}^{\infty} f_{X}(t) dt = 1$
  3. $f_{X}(x) = \frac{d}{dx}F_{X}(x)$

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Published on May 7, 2021

Last revised on Jul 8, 2021