Events are independent of each other if one event doesn’t affect the probability of the other event occurring. To find out whether the events and are independent of each other or not, you have to check whether the probability of changes when you already know that has occurred. This probability is written , and is read as “the probability of given ”, where the vertical bar between and is the sign that means “given”.
Rule
When and are independent events, we have that
and
Rule
If and are events that depend on each other, we have that
and
The set in the boxes above is called the intersection of and , and the probability is found through the chain rule.
Example 1
Decide whether the two events are independent when you know that
In this case you can simply check whether , where and . If it is, the events are independent of each other:
Note! The numbers in this example are made up!