Definition:Independent Events/Dependent

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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 $\map \Pr B > 0$.


If $A$ and $B$ are not independent, then they are dependent (on each other), and vice versa.