In an effort to structure the center pieces that I have came across in probability theory and statics, I created a reference document focussing on the mathematical essentials (available here).

By sharing this document, I hope to give statistics students a comprehensive summary of the core material taught in graduate courses about these topics. While mainly intended as a teaching resource, folks might also find it helpful as a personal reference, e.g., to look up distribution relationships or illustrations of common PDFs. I also maintain a page with updates and fixes. Feedback is always much appreciated.


  • What are your favorite statistics cheat sheets, references, or cookbooks that I could use for inspiration?
  • What helped you to structure your knowledge in this domain?
  • In the long term, my plan is to enrich this document (or create a separate one) with R examples to bridge the gap between theory and practice. Would you deem this a valuable extension?

Tom Short's R Reference Card is excellent.

  • $\begingroup$ That's indeed a great reference and will be helpful when extending the cheat sheet with R examples. $\endgroup$ – mavam Mar 1 '11 at 17:32

My favorite is the R Inferno by Patrick Burns.

  • $\begingroup$ This is a nice read. Thus far I have not yet considered Dante but perhaps renaming the cheat sheet to "The Statistics Purgatorio" comes to mind ;-). $\endgroup$ – mavam Mar 1 '11 at 17:40

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