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Glacius
ProbabilityConcept reference

Event independence

Two events are independent if their joint probability equals the product of their marginal probabilities.

On this page 7 sections
  1. Overview
  2. Understand the idea
  3. A closer look
  4. A closer look
  5. Key takeaway
  6. Sources & further reading
  7. Concept connections

01Understand the idea#

Two events are independent when their joint probability equals the product of their individual probabilities. Check the actual joint; the product alone is only a candidate.

If P(A)=0.5 and P(B)=0.6, their product is 0.3. A supplied joint of 0.3 matches, so A and B are independent.

A has probability .5 and B has probability .6. Both A and not-A have B rate .6, giving joint areas .3 and .3. The joint .3 equals .5 times .6, and conditioning on A does not change B’s share.A has probability .5 and B has probability .6. Both A and not-A have B rate .6, giving joint areas .3 and .3. The joint .3 equals .5 times .6, and conditioning on A does not change B’s share.
Figure 1A has probability .5 and B has probability .6. Both A and not-A have B rate .6, giving joint areas .3 and .3. The joint .3 equals .5 times .6, and conditioning on A does not change B’s share.
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Independence requires P(AB)P(A\cap B) to equal:

P(A)P(B)P(A)P(B)

The product condition also works when a marginal is 0. When P(B) is positive, independence means conditioning on B leaves P(A) unchanged.

Check your reasoning

P(A)=0.5, P(B)=0.8, P(A∩B)=0.4. Independent?

  1. AYes: product 0.4.
  2. BNo: product 0.4.
  3. CYes: product 1.3.
Show answer and explanation
Yes: product 0.4.

0.4 = joint 0.4.

02A closer look#

For uniform records, use the same total for both marginal fractions and the overlap fraction. For 20 records with counts A=8, B=5 and both=2, 0.4 × 0.25 = 0.1 matches the joint.

Check your reasoning

Choose uniformly from 40 records. A: 20; B: 16; both: 4. Independent?

  1. AYes: product 0.2.
  2. BNo: product 0.2.
  3. CNo: product 0.9.
Show answer and explanation
No: product 0.2.

0.2 ≠ joint 0.1.

03A closer look#

Disjoint events with positive probabilities have joint 0 but a positive marginal product, so they are dependent. Independence does allow overlap; equal marginals alone also prove nothing.

Check your reasoning

P(A)=0.2, P(B)=0.5, P(A∩B)=0. “No overlap, so independent.” Independent?

  1. AYes: product 0.1.
  2. BNo: product 0.7.
  3. CNo: product 0.1.
Show answer and explanation
No: product 0.1.

0.1 ≠ joint 0.

Key takeaway

Compute the marginal product and compare it with the joint. Neither overlap nor matching marginals settles independence.

  • Check the joint against the marginal product.

Sources & further reading

  1. [1]
    Pishro-Nik, Introduction to Probability: 1.4.1 IndependencePishro-Nik, Introduction to Probability · Book

Reference this concept

Link to this page, a section, or an individual figure.

Glacius. “Event independence.” Math behind ML. /learn/p-independence