Unformatted text preview: o events. It does not make sense to say that a
single event A is independent, without reference to some other event.
If the experiment underlying the probability space (Ω, F , P ) involves multiple physically separated parts, then it is intuitively reasonable that an event involving one part of the experiment
should be independent of another event that involves some other part of the experiment that is
physically separated from the ﬁrst. For example, when an experiment involves the rolls of two fair
dice, it is implicitly assumed that the rolls of the two dice are physically independent, and an event
A concerning the number showing on the ﬁrst die would be physically independent of any event
concerning the number showing on the second die. So, often in formulating a model, it is assumed
that if A and B are physically independent, then they should be independent under the probability
model (Ω, F , P ). 2.4. INDEPENDENCE AND THE BINOMIAL DISTRIBUTION 31 The condition for A to be independent of B, namely P (AB ) = P (A)P (B )...
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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