What's on the Midterm?

What's on the exam? Everything through the lecture on 3/3.
  1. Axioms and properties of probability.
  2. Independence, Conditional probability, Law of Total Probability, Bayes' rule.
  3. You must know the formulas for the following densities:
    N(m,sigma²), exp(lambda), uniform[a,b].
  4. You must know the formulas for the following pmfs:
    Bernoulli(p), binomial(n,p), Poisson(lambda).
  5. Properties of cdfs.
  6. Know how to compute the cdf and pdf of the function of a RV.
  7. Expectation: E[X], 2nd moment: E[X²], var(X) = E[X²] - (E[X])².
    Know integral and sum formulas for E[g(X)].