Event Independence
Two events are independent when the occurrence of one does not change the probability of the other. Toss a coin and roll a die: the coin landing heads tells you nothing about whether the die shows a six. Contrast this with drawing cards without replacement, where the first draw does change the odds for the second — those events are dependent.
From Conditional Probability to a Clean Test
"Knowing B doesn't change A" means P(A∣B)=P(A). Substituting the definition P(A∣B)=P(B)P(A∩B) and clearing the fraction gives the symmetric form used in practice:
P(A∩B)=P(A)P(B).
Events A and B are independent exactly when the probability of both occurring equals the product of their individual probabilities. This version is preferred because it needs no non-zero condition and treats A and B alike.
A Quick Check
Roll a fair die. Let A={2,4,6} (even) and B={4,5,6} (greater than 3). Then P(A)=P(B)=21, and A∩B={4,6} so P(A∩B)=31. Since 31=21⋅21=41, these events are not independent.
Three or More Events
Events A,B,C are mutually independent only if all four conditions hold: the three pairwise products and
P(A∩B∩C)=P(A)P(B)P(C).
Pairwise independence alone is not enough to guarantee mutual independence. …