The midterm will cover everything in the Course Notes through Chapter 3.2 to Chapter 4.3 (this may move a little bit depending on how much we cover this week). The midterm is not cumulative, but you do need to remember some things from the earlier part of the class, such as properties of expectations, etc. in order to be able to answer the questions.
My general advice for studying is to (i) study the notes that you have take in class, (ii) study the Course Notes, and (iii) for topics where you still have any doubts, follow the cross-references from the Course Notes to the textbook for an additional reference.
R questions are fair game for the exam though the exam will focus relatively more on the more recent topics in statistics (and a little on regressions). Like for the first midterm, you should expect 20-25% of the midterm to be about R programming.
Finally, I have provided some extra questions here. Please note: these are meant less as a practice midterm and more to give you example questions from the material that could be on the midterm but that we haven’t had a homework about.