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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).

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  • Probability theory

    The logic of science; coherence relations on quantitative degrees of belief.