Exams are closed book without cheat sheets, but this story sheet (PDF) (which is basically what a cheat sheet for this course would look like if there were one) may help you study. Math fluency requires knowing at least a few things by heart: Pythagorean theorem, definition of sine, etc. The red items on the story sheet are things students should know (or be able to quickly derive) by the end of the course: the "basic discrete random variables" by the first midterm, and the "basic continuous random variables" and "moment generating and characteristic function" facts by the second midterm. Try to learn the story that goes with each concept while it is being covered. Some of these items are pretty easy to remember (or deduce from basic principles) once you have the concepts down.