Definition:Independent Random Variables/Dependent
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Definition
Let $\EE$ be an experiment with probability space $\struct {\Omega, \Sigma, \Pr}$.
Let $X$ and $Y$ be random variables on $\struct {\Omega, \Sigma, \Pr}$.
Then $X$ and $Y$ are defined as dependent (on each other) if and only if $X$ and $Y$ are not independent (of each other).
Sources
- 1986: Geoffrey Grimmett and Dominic Welsh: Probability: An Introduction ... (previous) ... (next): $\S 3.3$: Independence of discrete random variables