## Basic Probability Formulas

#### Probability Range

0 ≤
*P*(A) ≤ 1

#### Rule of Complementary Events

*P*(A^{C})
+ *P*(A)
= 1

#### Rule of Addition

*P*(A∪B)
= *P*(A) + *P*(B) - *P*(A∩B)

#### Disjoint Events

Events A and B are disjoint iff

*P*(A∩B) = 0

#### Conditional Probability

*P*(A | B) = *P*(A∩B) / *P*(B)

#### Bayes Formula

*P*(A | B) = *P*(B | A) ⋅* P*(A)
/ *P*(B)

#### Independent Events

Events A and B are independent iff

*P*(A∩B) = *P*(A) ⋅ *P*(B)

#### Cumulative Distribution Function

*F _{X}*(

*x*) =

*P*(

*X*≤

*x*)

#### Probability Mass Function

_{
}

#### Probability Density Function

_{
}

_{
}

_{
}

_{
}

#### Covariance

#### Correlation

Bernoulli: 0-failure 1-success

Geometric: 0-failure 1-success

Hypergeometric: N objects with K success objects, n objects are taken.

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