Counting and the sample space
Decide whether order matters and whether sampling permits replacement. Count favorable and total outcomes using the same representation. Their ratio gives a probability only when elementary outcomes are equally likely. For overlapping events, subtract the intersection once when applying inclusion-exclusion.
Check yourself: Are ordered sequences being compared with unordered selections?
Conditioning and Bayes' rule
P(A given B) = P(A ∩ B)/P(B), provided P(B) is positive. For a partition of possible causes, total probability combines each cause's prior with its likelihood. Bayes' rule normalizes those joint probabilities after observing evidence; it does not discard the priors.
Check yourself: Does your denominator include every way the observation can occur?
Random variables and distributions
A PMF assigns probability to discrete values; a PDF must be integrated over intervals. Both normalize to one over their support. A CDF gives P(X ≤ x). A binomial count requires independent Bernoulli trials with the same success probability, not merely a fixed trial count.
Check yourself: Does the stated experiment satisfy the distribution's assumptions?
Moments and dependence
Compute variance as E(X²) − E(X)². Expectation is linear even for dependent variables, but Var(X + Y) includes twice their covariance. Independence implies zero covariance when these moments exist; zero covariance alone does not establish independence. Scaling X by a scales its variance by a².
Check yourself: Have you justified dropping the covariance term?
Sampling and inference
For independent, identically distributed observations with finite variance σ², the sample mean has variance σ²/n. The central limit theorem motivates a large-sample normal approximation. Confidence levels describe repeated interval construction; a p-value measures tail extremeness under the null model, not the null hypothesis's probability.
Check yourself: Are you distinguishing data variability from the sample mean's uncertainty?