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: July 26, 2015
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):

2015-07-26  Matthias Vallentin  <>

    * Fix issues reported by Jiali Lin:

      - Fix erroneous PMF in Hypergeometric distribution.
      - Add independency requirement to sum of Normals.

2015-03-31  Matthias Vallentin  <>

    * Fix invalid expected value inequality. (Hajnalka Kristóffy)
    * Add Hoeffding inequality.
    * Flip sections Exponential Family and Baysian Inference.

2014-12-14  Jarrod Millman  <>

    * Fix typo in plug-in estimate of skewness and correlation.


Discrete Distributions Continuous Distributions Continuous Distributions Hypothesis Testing bayesian Time Series