Independence of two events

Two events are independent when the probability that both occur equals the product of their individual probabilities. It is used to test independence or to compute the joint probability of unrelated events.

\mathbb{P}(A\cap B) = \mathbb{P}(A)\,\mathbb{P}(B)

What the symbols mean

first event
second event
probability that both A and B occur
marginal probability of event A
marginal probability of event B

About this formula

  • FieldStatistics
  • TopicProbability theory
  • LevelHigh school
  • Also calledindependent events, statistically independent events, stochastically independent events, probability of joint events product rule, independence of events, multiplication rule for independent events
  • SourceWikidata Q625303

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