Probability and Statistics

[edit] Basic Facts

Column 1 (memorize)	Column 2 (memorize)
In terms of expected values, $V a r (X) = ? - ?$	$\operatorname{E}(X^2)-\mu^2$
$\operatorname{E}(XY)=?$ when $X$ and $Y$ are independent	$\operatorname{E}(X)\operatorname{E}(Y)$
$\operatorname{E}(X)=?$ if $X$ is continuous	$\int_{-\infty}^\infty x f(x)\, \operatorname{d}x$