Independent random variables
Independent random variables
Two random variables are said to be independent if: $$ P(X=x|Y=y) = P(X=x) \qquad \forall \quad i,j $$ If two random variables are indpendent (
Syllabus Aims
- You should be able to explain in terms of conditional probability what it means for events to be independent.
- You should be able to calculate the joint probability mass function, $f_{XY}(x,y)$ for a pair of independent variables, $X$ and $Y$, from the two individual marginal probability mass functions, $f_X(x)$ and $f_Y(y)$.
| Description and link | Module | Author | ||
| An explanation of what we mean by independence in statistics | SOR3012 | G. Tribello | 
| Description and link | Module | Author | ||
| Exercises dealing with independent random variables and the inclusion exclusion principle | SOR3012 | G. Tribello | 
Contact Details
School of Mathematics and Physics,
                               Queen's University Belfast,
                               Belfast,
                               BT7 1NN
Email: g.tribello@qub.ac.uk
                               Website: mywebsite
