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On at least one of my systems modprobe and lsmod are in /sbin so you would type /sbin/modprobe and /sbin/lsmod. If you're ever curious about where commands are you can try typing whereis <command> or locate <command>.
Also, it's possible to run lsmod as a non-root user, but non-root users tend not to have /sbin or /usr/sbin in their path.