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Independence

In: Probability Theory

Author

Listed:
  • Yuan Shih Chow

    (Columbia University, Department of Mathematics and Statistics)

  • Henry Teicher

    (Rutgers University, Department of Statistics)

Abstract

Independence may be considered the single most important concept in probability theory, demarcating the latter from measure theory and fostering an independent development. In the course of this evolution, probability theory has been fortified by its links with the real world, and indeed the definition of independence is the abstract counterpart of a highly intuitive and empirical notion. Independence of random variables {X i }, the definition of which involves the events of σ(X i ), will be shown in Section 2 to concern only the joint distribution functions.

Suggested Citation

  • Yuan Shih Chow & Henry Teicher, 1978. "Independence," Springer Books, in: Probability Theory, chapter 3, pages 54-82, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4684-0062-5_3
    DOI: 10.1007/978-1-4684-0062-5_3
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