pairwise and mutual independence

pairwise and mutual independence - Let A, B, ., N be events...

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Let A, B, …, N be events from a sample space. Note: The convenient way to determine independence is 2 events A and B are independent if () ( ) * ( PA B PA PB ) = We say that the collection of events {A, B, …, N} is pairwise independent if each pair in the collection is independent. We say that the collection of events {A, B, …, N} is mutually independent if each pair in the collection is independent, each group of 3 events is independent, each group of 4 events is independent, etc. up to all N events are independent. For the case where we have 3 events {A, B, and C}, pairwise independence means: 1) A and B are independent 2) A and C are independent 3) B and C are independent Note: In general A and B being independent and A and C being independent do NOT imply that B and C are independent.
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This note was uploaded on 02/06/2012 for the course STAT 225 taught by Professor Martin during the Spring '08 term at Purdue University-West Lafayette.

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