Definition:Independent Random Variables/Pairwise Independent

From ProofWiki
Jump to navigation Jump to search

Definition

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

Let $X = \left({X_1, X_1, \ldots, X_n}\right)$ be an ordered tuple of random variables.

Then $X$ is pairwise independent if and only if $X_i$ and $X_j$ are independent (of each other) whenever $i \ne j$.


Sources