We study the interrelations between (conditional) independence and causal relations in settable systems. We provide definitions in terms of functional dependence for direct, indirect, and total causality as well as for (indirect) causality via and exclusive of a set of variables. We then provide necessary and su¢ cient causal and stochastic conditions for (conditional) dependence among random vectors of interest in settable systems. Immediate corollaries ensure the validity of Reichenbach's principle of common cause and its informative extension, the conditional Reichenbach principle of common cause. We relate our results to notions of d-separation and D-separation in the artificial intelligence literature.
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Length: 56 pages Date of creation: 11 Sep 2008 Date of revision: Handle: RePEc:boc:bocoec:689
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