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单词 ConditionalIndependence
释义

conditional independence


Let (Ω,,P) be a probability spaceMathworldPlanetmath.

Conditional Independence Given an Event

Given an event C:

  1. 1.

    Two events A and B in are said to be conditionally independent given C if we have the following equality of conditional probabilitiesMathworldPlanetmath:

    P(AB|C)=P(A|C)P(B|C).
  2. 2.

    Two sub sigma algebras 1,2 of are conditionally independent given C if any two events A1 and B2 are conditionally independent given C.

  3. 3.

    Two real random variablesMathworldPlanetmath X,Y:Ω are conditionally independent given event C if X and Y, the sub sigma algebras generated by (http://planetmath.org/MathcalFMeasurableFunction) X and Y are conditionally independent given C.

Conditional Independence Given a Sigma Algebra

Given a sub sigma algebra 𝒢 of :

  1. 1.

    Two events A and B in are said to be conditionally independent given G if we have the following equality of conditional probabilities (as random variables) (http://planetmath.org/ProbabilityConditioningOnASigmaAlgebra):

    P(AB|𝒢)=P(A|𝒢)P(B|𝒢).
  2. 2.

    Two sub sigma algebras 1,2 of are conditionally independent given G if any two events A1 and B2 are conditionally independent given 𝒢.

  3. 3.

    Two real random variables X,Y:Ω are conditionally independent given event G if X and Y, the sub sigma algebras generated by X and Y are conditionally independent given 𝒢.

  4. 4.

    Finally, we can define conditionalMathworldPlanetmathPlanetmath idependence given a random variable, say Z:Ω in each of the above three items by setting 𝒢=Z.

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更新时间:2025/5/4 14:08:13