Ac = {ω ∈ Ω; ω 6∈ A} A ∪ B = {ω ∈ A ou ω ∈ B} (A ∪ B)c = Ac ∩ B c e (A ∩ B)c = Ac ∪ B c

P (A) = ]A
]Ω P (A ∪ B) = P (A) + P (B) − P (A ∩ B) P (Ac ) = 1 − P (A)

n
P (A∩B) P (A∩B)
\
P (A|B) = P (B) P (B|A) = P (A) P( Ai ) = P (A1 )P (A2 |A1 )P (A3 |A2 ∩ A1 ) . . . P (An |A1 ∩ . . . ∩ An−1 )
i=1

P (A ∩ B) = P (A) · P (B) A∩B = {ω ∈ A e ω ∈ B} P (A) = P (C1 )P (A|C1 ) + P (C2 )P (A|C2 ) + . . . P (Ck )P (A|Ck )
P (A|Cj )P (Cj )
P (A|Cj ) = k
, j = 1, 2, . . . , k P (X = xi ) = P (xi ) = Pi , i = 1, 2, . . . F (x) = P (X ≤ x)
X
P (A|Ci )P (Ci )
i=1
n
X
P (X ≥ t + s|X ≥ s) = P (X ≥ t) E(X) = µ = xi · P (xi )
i=1

2
Pn
V ar(X) = σ 2 = E(X 2 ) − (E(X))2 E(X 2 ) = i=1 xi P (xi ) E(c) = c

E(c.X) = cE(X) E(X ± Y ) = E(X) ± E(Y ) E(aX ± b) = aE(X) ± b

V ar(c) = 0 V ar(c · x) = c2 V ar(X) V ar(aX ± b) = a2 V ar(X)

P (X = x) = px (1 − p)1−x E(X) = p V ar(X) = p · (1 − p)

P (X = k) = nk · pk · q n−k E(X) = n · p V ar(X) = n · p · q
e−λ ·λk
P (X = k) = k! E(X) = λ V ar(X) = λ
1 1
f (x) = λe−λx , x ≥ 0; ef (x) = 0 c.c
se E(X) = λ V ar(x) = λ2
 
1 (x − µ)2 X −µ
f (x) = √ exp − Z=
2πσ 2 2σ 2 σ