Random Variables Cheatsheet

To do well in an econometrics or statistics course at any level, you need to have a large number of simple properties of random variables at your fingertips. Some years back I made a handout containing the most important properties for my undergraduate students at the University of Pennsylvania. In the hopes that this might be of use to others, I’ve released an updated pdf on github. You can fork the repository here. If you spot any errors or want to suggest any additions, feel free to raise an issue or send me a pull request.