Two variates and are statistically independent Iff the
Conditional Probability of given satisfies
|
(1) |
in which case the probability of and is just
|
(2) |
Similarly, events , , ..., are independent Iff
|
(3) |
Statistically independent variables are always Uncorrelated, but the converse
is not necessarily true.
See also Bayes' Formula, Conditional Probability,
Independence Complement Theorem, Uncorrelated
© 1996-9 Eric W. Weisstein
1999-05-26