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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 Spring '08
 MARTIN
 Probability theory

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