The probability and statistics cookbook is a succinct representation of various topics in probability theory and statistics. It provides a comprehensive mathematical reference reduced to its essence, rather than aiming for elaborate explanations.

For questions, feedback, or feature requests, please file an issue or submit a pull request directly.


Latest release as of July 27, 2021:

See the release notes for details. The corresponding source code also exists as tarball and zip archive.


After downloading the source or cloning the github repository, you can build the cookbook locally via make. This first generates the distribution plots via R and then compiles the LaTeX source. You may have to install a few missing packages via CRAN.


The source code for this document is freely available on github and comes with a Attribution-NonCommercial-ShareAlike 4.0 International License.

Copyright © Matthias Vallentin. To reproduce, please contact me.