Definition:Independent Events/Definition 1

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 $\map \Pr B > 0$.

The events $A$ and $B$ are defined as independent (of each other) the occurrence of one of them does not affect the probability of the occurrence of the other one.

Formally, $A$ is independent of $B$ :
 * $\condprob A B = \map \Pr A$

where $\condprob A B$ denotes the conditional probability of $A$ given $B$.

Also see

 * Equivalence of Definitions of Independent Events
 * Event Independence is Symmetric