Definition:Independent Events

Definition
Let $\EE$ be an experiment with probability space $\struct {\Omega, \Sigma, \Pr}$.

Let $A, B \in \Sigma$ be events of $\EE$ such that $\map \Pr A > 0$ and $\map \Pr B > 0$.

General Definition
The definition can be made to apply to more than just two events.

Also see

 * Equivalence of Definitions of Independent Events


 * Event Independence is Symmetric: thus it makes sense to refer to two events as independent of each other.