Foundations: Random Experiment Sample Space Outcome Elementary Event Event (Probability Theory) Sigma Algebra Probability Measure Probability Space Kolmogorov Axioms Probability Inclusion-Exclusion Principle Conditioning & Independence: Conditional Probability Law of Total Probability Bayes Theorem Independent Event Random Variables: Random Variable Random Variable Realisation Feature Space (Probability Theory) Discrete Random Variable Probability Mass Function Bernoulli Trial Continuous Random Variable Cumulative Distribution Function Quantile Quantile Function Quartile Percentile Independent Random Variable Distributions: Discrete Distribution Bernoulli Distribution Binomial Distribution Poisson Distribution Continuous Distribution Uniform Distribution Exponential Distribution Gaussian Distribution Standard Gaussian Distribution Student’s t-Distribution Chi-Squared Distribution Transforms: Density Transformation Theorem Moments & Dependence Measures: Expected Value Moment Raw Moment Central Moment Variance Covariance