Outline

Independence
Exercises

Chapter 2 - Lecture 5
Independence

Andreas Artemiou

September 23rd, 2009

Andreas Artemiou Chapter 2 - Lecture 5 Independence

 Outline
Independence
Exercises

Independence
Definition
Properties

Exercises

Andreas Artemiou Chapter 2 - Lecture 5 Independence

 Outline
Definition
Independence
Properties
Exercises

Independence

I Two events A and B are independent if P(A|B) = P(A) and

they are dependent otherwise.
I That means they are independent if knowing that event B has
occurred this doesnt affect the probability of event A to
happen

Andreas Artemiou Chapter 2 - Lecture 5 Independence

 Outline
Definition
Independence
Properties
Exercises

Strange Fact

I Why in the definition of independence we do not require at

the same time that P(B|A) = P(B)?

Andreas Artemiou Chapter 2 - Lecture 5 Independence

 Outline
Definition
Independence
Properties
Exercises

Example 2.31 page 84

Andreas Artemiou Chapter 2 - Lecture 5 Independence

 Outline
Definition
Independence
Properties
Exercises

Properties

I If A and B are independent then:

I A and B c are independent
I Ac and B are independent
I Ac and B c are independent

Andreas Artemiou Chapter 2 - Lecture 5 Independence

 Outline
Definition
Independence
Properties
Exercises

Proposition

I Using the multiplication rule we can see that two events A

and B are independent if and only if P(A B) = P(A)P(B)
I Example 2.31 page 84

Andreas Artemiou Chapter 2 - Lecture 5 Independence

 Outline
Definition
Independence
Properties
Exercises

Independence of more than two events

I Events A1 , . . . , An are mutually independent if for every k and

every subset of indices i1 , , ik ,

P(Ai1 . . . Aik ) = P(Ai1 ) . . . P(Aik )

Andreas Artemiou Chapter 2 - Lecture 5 Independence

 Outline
Independence
Exercises

Exercises

I Section 2.5 page 87

I Exercises 66, 67, 68, 69, 70, 71, 72, 73, 74, 75, 76, 77, 78, 79,
80, 81, 82, 83

Andreas Artemiou Chapter 2 - Lecture 5 Independence