Below is an extract of a 10-page cheat sheet about probability, compiled by William Chen (http://wzchen.com) and Joe Blitzstein, with contributions from Sebastian Chiu, Yuan Jiang, Yuqi Hou, and Jessy Hwang. Material based on Joe Blitzstein’s Harvard’s introductory probability course (@stat110 – (http://stat110.net) and Blitzstein / Hwang’s Introduction to Probability textbook (http://bit.ly/introprobability). Licensed under CC BY-NC-SA 4.0. Please share comments, suggestions, and errors at http://github.com/wzchen/probability_cheatsheet. Full cheat sheet available here as a PDF document.
For related cheat cheats (machine learning, deep learning and so on) follow this link.
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