Probability and Statistics Cookbook (2011) [pdf]
Actually quite good.<p>I've TA'd this class but it's surprising how many of these little facts can be helpful if you recall them at the right time. I was just reminded of:<p><pre><code>  Var[Y] = E[Var[Y|X]] + Var[E[Y|X]]
</code></pre>
and it unstuck me from a little puzzle.<p>More recent version at: <a href="http://statistics.zone" rel="nofollow">http://statistics.zone</a>