Definition:Independent Random Variables/Discrete/General Definition/Definition 2

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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 random variables.


$X$ 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