Read lectures. It would be great if you wrote your lectures and progressively all examples and problems, but if you have no opportunity to use his lectures, ask someone else. If you ever were in trouble with math, it's likely you will be able to understand what studying the subject and how to solve it tasks. Compared with mathematical analysis, theory of probability easier.
Write Cribs. If you've never been good with math and understand the subject just by reading the lectures, I can't write Cribs. At least that's the theory, which is not to be solved, you just need to write, it is possible to transfer from one paper to another. What should I do with the examples? The simplest examples can still be solved with existing theories or with similar tasks from the lectures. Simply substitute the sample data in the solution of similar problems and calculate the result. If you absolutely can't decide practical tasks, ask friends that know anything about the theory of probabilityto help you to solve your assignments.
Abstracted from happening. This advice is suitable for any exam, not only for the theory of probability. When you go into a stupor and can't solve the problem or to recall a theory, is distracted from what is happening on the exam. Look around, not think about anything. You will cease to worry and to seek a solution in a very narrow plane. If you do it right and will do anything not to think and just will internally keep track of its state, the solution, or at least the hint of it will come to you in the head itself. If this act fails, the old fashioned way or ask for help from classmates, or write off the theory or task.