Two independent events
\newcommand{\bP}{\mathbb{P}}
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, \bP(B \mid A) = \bP(B). Equivalently, A and B are independent if \bP(A) doesn’t change if you condition on B: \bP(A \mid B) = \bP(A).
Another way to state independence is that \bP(A,B) = \bP(A) \bP(B).
All these definitions are equivalent:
\bP(A,B) = \bP(A)\; \bP(B \mid A)
by the chain rule, so
\bP(A,B) = \bP(A)\; \bP(B)\;\; \Leftrightarrow \;\; \bP(A)\; \bP(B \mid A) = \bP(A)\; \bP(B) \ ,
and similarly for \bP(B)\; \bP(A \mid B).
Children:
Parents:
- Probability theory
The logic of science; coherence relations on quantitative degrees of belief.
I’m not sure what this equation is trying to tell me. Some parts of it are only true if A and B are independent, but some parts are true in general, right?
Yeah this is maybe a placeholder to support the lens, added stub tag.