We say that two events, and , are independent when learning that has occurred does not change your probability that occurs. That is, . Equivalently, and are independent if doesn’t change if you condition on : .
Another way to state independence is that .
All these definitions are equivalent:
by the chain rule, so
and similarly for .
I’m not sure what this equation is trying to tell me. Some parts of it are only true if A and B are independent, but some parts are true in general, right?
Yeah this is maybe a placeholder to support the lens, added stub tag.