Independence

Test for independence using probability rules and understand its implications.

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Independence

Definition

Two events AA and BB are independent if knowing that one occurred does not change the probability of the other:

P(AB)=P(A)andP(BA)=P(B)P(A|B) = P(A) \quad \text{and} \quad P(B|A) = P(B)

Equivalently: P(AB)=P(A)P(B)P(A \cap B) = P(A) \cdot P(B)

Testing for Independence

To check if events are independent, verify one of these:

  1. P(AB)=P(A)P(A|B) = P(A)
  2. P(BA)=P(B)P(B|A) = P(B)
  3. P(AB)=P(A)P(B)P(A \cap B) = P(A) \cdot P(B)

If any one of these holds, all three hold.

Example with Two-Way Table

| | Pass | Fail | Total | |---|---|---|---| | Studied | 72 | 8 | 80 | | Didn't Study | 12 | 8 | 20 | | Total | 84 | 16 | 100 |

Check: Is passing independent of studying?

  • P(Pass)=84/100=0.84P(\text{Pass}) = 84/100 = 0.84
  • P(PassStudied)=72/80=0.90P(\text{Pass} | \text{Studied}) = 72/80 = 0.90
  • Since 0.900.840.90 \neq 0.84, the events are not independent

Independence vs. Mutually Exclusive

These are different concepts:

  • Mutually exclusive: P(AB)=0P(A \cap B) = 0 — events cannot both occur
  • Independent: P(AB)=P(A)P(B)P(A \cap B) = P(A) \cdot P(B) — events don't affect each other

If P(A)>0P(A) > 0 and P(B)>0P(B) > 0:

  • Mutually exclusive events are never independent
  • Independent events are never mutually exclusive

Independent Trials

When sampling with replacement or from a very large population, successive selections are independent.

Rule of thumb: Selections are approximately independent if the sample is less than 10% of the population (the 10% condition).

AP Tip: Don't confuse "independent events" with "independent variable" — they are different concepts in statistics.

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