Key points
- Independent events: P(A ∩ B) = P(A) · P(B).
- Mutually exclusive: P(A ∪ B) = P(A) + P(B).
- E[X + Y] = E[X] + E[Y] always; Var(X + Y) = Var(X) + Var(Y) only if independent.
- Var(X) = E[X²] − (E[X])².
1 chapter · GATE revision notes
EXAMhelp · GATE notes