Independence (probability theory)


Written By: Ehsan Jahandarpour

Independence is a fundamental notion in probability theory, as in statistics and the theory of stochastic processes. Two events are independent, statistically independent, or stochastically independent if, informally speaking, the occurrence of one does not affect the probability of occurrence of the other (equivalently, does not affect the odds). Similarly, two random variables are independent if the realization of one does not affect the probability distribution of the other.