Definition:Independent Random Variables/Dependent

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Definition

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

Let $X$ and $Y$ be random variables on $\left({\Omega, \Sigma, \Pr}\right)$.

Then $X$ and $Y$ are defined as dependent (on each other) if and only if $X$ and $Y$ are not independent (of each other).


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