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Unformatted text preview: eﬁnitions for independence of two or three events.
Deﬁnition 2.4.7 Events A1 , A2 , . . . , An are independent if
P (Ai1 Ai2 · · · Aik ) = P (Ai1 )P (Ai2 ) · · · P (Aik )
whenever 2 ≤ k ≤ n and 1 ≤ i1 < i2 < · · · < ik ≤ n.
The deﬁnition of independence is strong enough that if new events are made by set operations on
nonoverlapping subsets of the original events, then the new events are also independent. That is,
suppose A1 , A2 , . . . , An are independent events, suppose n = n1 + · · · + nk with ni ≥ 1 for each i, and
suppose B1 is deﬁned by Boolean operations (intersections, complements, and unions) of the ﬁrst n1
events E1 , . . . , En1 , B2 is deﬁned by Boolean operations on the next n2 events, An1 +1 , . . . , An1 +n2 ,
and so on, then B1 , . . . , Bk are independent. 2.4. INDEPENDENCE AND THE BINOMIAL DISTRIBUTION 2.4.2 33 Independent random variables (of discrete-type) Deﬁnition 2.4.8 Discrete type random variables X and Y are independent if any event of the
form X ∈ A is independent of any event...
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This note was uploaded on 02/09/2014 for the course ISYE 2027 taught by Professor Zahrn during the Spring '08 term at Georgia Tech.
- Spring '08
- The Land