Definition:Independent Events/Pairwise Independent

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Definition

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

Let $\mathcal A = \family {A_i}_{i \mathop \in I}$ be an indexed family of events of $\EE$.


Then $\AA$ is pairwise independent if and only if:

$\forall j, k \in I: \map \Pr {A_j \cap A_k} = \map \Pr {A_j} \, \map \Pr {A_k}$

That is, if every pair of events of $\EE$ are independent of each other.


That is, $\AA$ is pairwise independent if and only if the condition for general independence:

$\displaystyle \map \Pr {\bigcap_{i \mathop \in J} A_i} = \prod_{i \mathop \in J} \map \Pr {A_i}$

holds whenever $\card J = 2$.


Also see


Sources