2 votes

Given any events $A$,$B$ and $C$ where $A$ and $B$ are independent, is it true that $P(A|B\cap C) = P(A|C)$?

This conjecture is not true. One easy way to see this is that while $P(A|C)$ is well defined as long as $P(C) > 0$, $P(A|B\cap C)$ could well be undefined because $P(B \cap C)$ may vanish (e.g., ...
Zhanxiong's user avatar
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2 votes
Accepted

Source for Bernstein's example for pairwise independence

Requested from comments: https://maa.org/sites/default/files/Stepniak-1-0734037.pdf gives the reference as p.47 of "S. N. Bernstein, Theory of Probability, 4th ed. (in Russian), Gostechizdat, ...
Henry's user avatar
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1 vote

Two events, both of probability zero, have caused an outcome of probability zero. Which of them did happen?

Let me answer your "broader question" first because it is less technical. There are many ways to show $XY$ and $YZ$ are not independent given $X, Y, Z \text{ i.i.d. } \sim N(0, 1)$. For ...
Zhanxiong's user avatar
  • 16.5k
1 vote
Accepted

How to consider independent samples in a mixed-design experiment?

In this type of design, involving repeated measures, because of the interplay between between-subjects factors (the two populations) and within-subjects factors (the differing conditions for each ...
Robert Long's user avatar
  • 56.6k

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