Statistical Independence Flashcards

1
Q

Definition 1:

Events A and B are independent iff

A

P(A | B) = P(A)

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2
Q

Definition 2:

Events A and B are independent iff

A

P(A inter B) = P(A)P(B)

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3
Q

Definition 3

Let A1,A2,…,Ak be events.

They are mutually independent iff

A

P(union Ai) = MULT P(Ai)

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4
Q

Theorem:

Events A and B are disjoint.

A and B are independent iff

A

P(A) = 0

or

P(B) = 0

or both

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