independent
In a probability space, we say that the random events areindependent if
for all such that .
An arbitrary family of random events is independent if every finite subfamily is independent.
The random variables are independent if, given any Borel sets , the random events are independent. This is equivalent
to saying that
where are the distribution functions of , respectively, and is the joint distribution function
. When the density functions and exist, an equivalent condition for independence is that
An arbitrary family of random variables is independent if every finite subfamily is independent.