Stuff Flashcards
1
Q
What does it mean to be statistically independent?
A
Two events A and B are (statistically) independent if the chance that they both happen simultaneously is the product of the chances that each occurs individually; i.e. if P(AB) = P(A)P(B).
This is essentially equivalent to saying that learning that one event occurs does not give any information about whether the other event has occurred too: the conditional probability of A given B is the same as the unconditional probability of A, i.e., P(A|B)=P(A).
Two random variables X and Y are independent if all events they determine are independent, for example, if the event {a
