If is a critical point of the function and the principal minors of the Hessian are and , then has a local maximum at .

The triangle inequality is .

If is an eigenvalue of the linear transformation , then .

In an orthogonal system the vectors are orthogonal to each other.

The probability density function of the normal distribution is

For the expected value we have

If is a random variable and is its probability density function, then .

If is a random variable and is its cumulative distribution function, then .

If , , …, is a partition of the sample space, then for any event one has

If and are independent events, then .