Definition:Independent Events/Definition 2

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Definition

Let $\EE$ be an experiment with probability space $\struct {\Omega, \Sigma, \Pr}$.

Let $A, B \in \Sigma$ be events of $\EE$ such that $\map \Pr A > 0$ and $\map \Pr B > 0$.


The events $A$ and $B$ are defined as independent (of each other) if and only if the occurrence of both of them together has the same probability as the product of the probabilities of each of them occurring on their own.


Formally, $A$ and $B$ are independent if and only if:

$\map \Pr {A \cap B} = \map \Pr A \map \Pr B$


Also see


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