Definition:Independent Random Variables/Discrete/General Definition
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Definition
Let $\EE$ be an experiment with probability space $\struct {\Omega, \Sigma, \Pr}$.
Let $X = \tuple {X_1, X_1, \ldots, X_n}$ be an ordered tuple of discrete random variables.
Definition 1
$X$ is independent if and only if:
- $\ds \map \Pr {X_1 = x_1, X_2 = x_2, \ldots, X_n = x_n} = \prod_{k \mathop = 1}^n \map \Pr {X_k = x_k}$
for all $x = \tuple {x_1, x_2, \ldots, x_n} \in \R^n$.
Definition 2
$X$ is independent if and only if:
- $\ds \map {p_X} x = \prod_{k \mathop = 1}^n \map {p_{X_k} } {x^k}$
for all $x = \tuple {x_1, x_2, \ldots, x_n} \in \R^n$.
Also see
Sources
- 1986: Geoffrey Grimmett and Dominic Welsh: Probability: An Introduction ... (previous) ... (next): $\S 3.3$: Independence of discrete random variables