Basic Probability Formulas
Probability Range
0 ≤ P(A) ≤ 1
Rule of Complementary Events
P(AC) + 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
FX(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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