In robotics literature, we observe endless number of equations written in probabilities. I’d like to point out few ones which I found typically useful to remember. You will find all these in any book with probability theory.

or

depending on whether the random variable is a continuous or discrete variable.

#### Marginalization

One can see that the *law of total probability* is a variant of marginalization, which states following:

or

for discrete or continuous random variable , respectively.

#### Product Rule

One will also get to use/see the product rule a lot.

Note that the joint distribution of can be expressed in two different equations as shown above. And whenever you see a conditional distribution, remember that it can also be expressed differently using Bayes rule.

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