# Two independent events

https://arbital.com/p/two_independent_events

by Tsvi BT Jun 15 2016 updated Jun 16 2016

What do [a pair of dice], [a pair of coins], and [a pair of people on opposite sides of the planet] all have in common?

$$\newcommand{\bP}{\mathbb{P}}$$

[summary: $$\newcommand{\bP}{\mathbb{P}}$$ We say that two [event_probability events], $A$ and $B$, are independent when learning that $A$ has occurred does not change your probability that $B$ occurs. That is, $\bP(B \mid A) = \bP(B)$. Another way to state independence is that $\bP(A,B) = \bP(A) \bP(B)$. ]

We say that two [event_probability events], $A$ and $B$, are independent when learning that $A$ has occurred does not change your probability that $B$ occurs. That is, $\bP(B \mid A) = \bP(B)$. Equivalently, $A$ and $B$ are independent if $\bP(A)$ doesn't change if you condition on $B$: $\bP(A \mid B) = \bP(A)$.

Another way to state independence is that $\bP(A,B) = \bP(A) \bP(B)$.

All these definitions are equivalent:

$$\bP(A,B) = \bP(A)\; \bP(B \mid A)$$

by the [chain_rule_probability chain rule], so

$$\bP(A,B) = \bP(A)\; \bP(B)\;\; \Leftrightarrow \;\; \bP(A)\; \bP(B \mid A) = \bP(A)\; \bP(B) \ ,$$

and similarly for $\bP(B)\; \bP(A \mid B)$.