Probability and Statistics Cookbook

The cookbook contains a succinct representation of various topics in probability theory and statistics. It provides a comprehensive reference reduced to the mathematical essence, rather than aiming for elaborate explanations.

Last updated: May 18, 2014
Language: english

Source Code

The LaTeX source code is available on github and comes with a Creative Commons Attribution-NonCommercial-ShareAlike 3.0 Unported License. Feel encouraged to extend the cookbook by forking it and submitting pull requests.

To reproduce in a different context, please contact me.


The cookbook aims to be language agnostic and factors out its textual elements into a separate dictionary. It is thus possible to translate the entire cookbook without needing to change the core LaTeX source and simply providing a new dictionary file. Please see the github repository for details.

The current translation setup is heavily geared to Roman languages, as this was the easiest way to begin with. Feel free to make the necessary changes to the LaTeX source to relax this constraint.


Here are the 3 most recent entries of the changelog file (for all versions of the cookbook):

2014-05-18  Matthias Vallentin  <>

    * Fix several issues reported by Kyaw Sint:

      - Use consistent parametrization for MGF of the geometric distribution.
      - Use <= for indicator function in the discrete uniform distribution.
      - Add a missing "dx" in definition of continuous expectation.
      - Fix typo in constant expectation.

2014-01-24  Matthias Vallentin  <>

    * Fix wrong denominator in alternative CLT representations. (Lluís Ramon)
    * Fix typo in balls-and-urns table. (Soumya Basu)

2012-10-10  Matthias Vallentin  <>

    * Fix wrong label in balls and urns table. In the first row, both balls and
      urns should be distinguishable. (Mathieu Bruyen)

    * Fix \begin{center} typo. (Mathieu Bruyen)


Discrete Distributions Continuous Distributions Continuous Distributions Hypothesis Testing bayesian Time Series