Wikipedia 10K Redux by Reagle from Starling archive. Bugs abound!!!

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Statistical_Independence

back to [[Statistics/Assumptions]]

When we assert that two or more [[Random Variables]] are independent, we imply that probabilities of compound events involving these variables can be calculated by simply multiplying the probabilities of the individual events.

*Pr[(X in A) & (Y in B)] = Pr[X in A]*Pr[Y in B]
*fXY(x,y)dx dy = fX(x)dx fY(y)dy where f represents a density and the indices on  f indicate the random variable.
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[[Dick Beldin]]