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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.

20 votes

If X and Y are uncorrelated, are X^2 and Y also uncorrelated?

Even if $\operatorname{Corr}(X,Y)=0$, not only is it possible that $X^2$ and $Y$ are correlated, but they may even be perfectly correlated, with $\operatorname{Corr}(X^2,Y)=1$: > x <- c(-1,0,1); y <- …
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16 votes
Accepted

Probability of surviving an event three times

When you write "No extra variables, each incident is isolated and does not affect the subsequent", the mathematical word for this is that they are independent. And for independent events $A$ and $B$, …
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33 votes
Accepted

How does one find the mean of a sum of dependent variables?

Expectation (taking the mean) is a linear operator. This means that, amongst other things, $\mathbb{E}(X + Y) = \mathbb{E}(X) + \mathbb{E}(Y)$ for any two random variables $X$ and $Y$ (for which the …
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18 votes

For which distributions does uncorrelatedness imply independence?

"Nevertheless if the two variables are normally distributed, then uncorrelatedness does imply independence" is a very common fallacy. That only applies if they are jointly normally distributed. …
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