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STAT 02360 · Probability and Random Variables

STAT 02360 · Probability foundations

Independence

Definition

A and B are independent if P(A∩B)=P(A)P(B), equivalently P(A|B)=P(A) when P(B)>0. Independence is about information, not disjointness (disjoint nontrivial events are dependent).

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Mutual independence for many events is stronger than pairwise independence.

Given independence, joint probabilities factor — huge simplification.

Conditional independence given C is a different notion used in Bayes nets.

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  1. 1.Show two events from a fair die example that are independent.