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Two independent events

Edited by TsviBT, et al. last updated 17th Jun 2016

We say that two events, A and B, are independent when learning that A has occurred does not change your probability that B occurs. That is, P(B∣A)=P(B). Equivalently, A and B are independent if P(A) doesn't change if you condition on B: P(A∣B)=P(A).

Another way to state independence is that P(A,B)=P(A)P(B).

All these definitions are equivalent:

P(A,B)=P(A)P(B∣A)

by the chain rule, so

P(A,B)=P(A)P(B)⇔P(A)P(B∣A)=P(A)P(B) ,

and similarly for P(B)P(A∣B).

Parents:
Probability theory
Children:
Two independent events: Square visualization
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