Definition:Independent Events

Definition
Let $\mathcal E$ be an experiment with probability space $\left({\Omega, \Sigma, \Pr}\right)$.

Let $A, B \in \Sigma$ be events of $\mathcal E$ such that $\Pr \left({A}\right) > 0$ and $\Pr \left({B}\right) > 0$.

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.