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Events (or random variables) are independent when information on some of them tells you nothing about the probability of occurrence (/ distribution) of the others. Please DO NOT use this tag for independent variable use [predictor] instead.

0 votes

$A \perp B \text{ and } A \perp B | C \text{ implies } (A \perp C \text{ or } B \perp C)$

We can have that $A,B$ are independently distributed but dependent on $C$. For instance, consider $A,B \sim \mathcal{N}(\mu =C,\sigma^2=1)$ where $A$ and $B$ are independent and identical normal distr …
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2 votes

Statistical independence of variables with confidence intervals

To test two probabilities for independence one way is to check whether $P(A, B) = P(A) \cdot P(B)$. ... … Is there a standard way to assess for independence by taking into account the confidence intervals? Using confidence intervals is not a standard way to test for independence. …
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1 vote

Does the conditional density $f(X|X+Y<a)$ equal to $f(X)$ when $X,Y$ are independent continu...

Imagine a plot of the joint distribution of $X,Y$. The condition $X+Y <a$ can be depicted by a diagonal line $y=a-x$ as a boundary. The points below it satisfy the condition. Second image Next, cons …
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1 vote

Rupees from Bushes in Majora's Mask, what distribution to use?

You can compute an exact distribution by using a repeated convolution. Here is an example with r code: n = 10 ### a vector of probabilities for the number of rupees p = rep(0,n*5+5+1) p[1+c(0,1,3,5)] …
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1 vote

Expected value of joint quantile functions

If the integrand $f(x,y)$ can be partitioned into a product of functions of the individual differentials $$f(x,y) = g(x) h(y)$$ then we can write a double integral as a product of single integrals. $ …
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2 votes

$X+Y=s$ but $X$ and $Y$ are independent?

This sounds a bit like the idea behind collider bias, the reverse of confounding bias. Confounding bias: x and y are found to be correlated because both are caused by z. Collider bias: x and y are fo …
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5 votes

Confused about independent probabilities. If a fair coin is flipped 5 times, P(HHHHH) = 0.03...

Fair independent coin The probability of event a (5th case is heads $H_5$) given event b (already 4 heads $H_4H_3H_2H_1$) $$\underbrace{P(H_5|H_4H_3H_2H_1)}_{\text {P(a given b)}} = \frac{\overbrace{P …
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6 votes
Accepted

Proof independence of $Z=min(X_1,X_2,....X_n)$ and $J:X_{j=J}=Z$, where each $X$ is exponent...

joint probability $Z=z$ and $J=j$ $$\begin{align} \\P(Z=z , J=j) &= f_j(Z) \prod_{i \neq j} 1-F_i(z)\\& = \lambda_je^{-\lambda_j z} \prod_{i \neq j} 1 - (1-e^{-\lambda_i z}) \\&= \lambda_j \prod_{i} …
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4 votes
Accepted

If $X, Y$ are independent of $Z$, is $P(X|Y, Z) = P(X|Y)$?

The following is a counterexample Say the following events (for binary values of X, Y and Z) have equal probabilities. X Y Z probability 0 1 1 1/4 1 0 1 1/4 0 0 0 1/4 1 1 0 1/4 Then $P(X=1 …
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3 votes
Accepted

Does independence of $X_i$ and $Y_j$ imply independence of vectors $\mathbf{X}$ and $\mathbf...

The answer is no. An example is for a vector $X$ of size 1 and $Y$ of size 2. Let $X$ be Bernoulli variable with equal probability. Let $Y$ be distributed, with equal probability, among $(1,1)$ or $(0 …
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1 vote

If 2 expert pieces of advice are independent then both being wrong is lower than individual ...

Intuition by using more experts The case of 2 experts is a bit difficult (we explain later why). It becomes more intuitive when you consider a choice based on a majority in multiple expert advice who …
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3 votes
Accepted

Are unpaired samples always generated by independent random variables?

The answer below gives is first an interpretation of how 'unpaired' relates to independence. … An unpaired way of dependency Independence between samples occurs if the outcomes of the two variables are unrelated. …
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5 votes

Discovering groupings of descriptive tags from media

If you are after visualizing the relationships, then you might use some network visualization algorithms. I did this once with the tags of cross validated (Disclaimer: I am not an expert at this). I m …
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1 vote
Accepted

COV(X,Y) and X,Y Dependency

Covariance is zero for $X$ and $Y$ (and also for $A$ and $B$), and in the first case there is independence but in the second case there is no independence. …
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2 votes

Why are $X \sim U(-1,1)$ and $Y=X^2$ dependent?

But that doesn't imply independence. This makes your case an example of: Why zero correlation does not necessarily imply independence
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