Conditions of Independence and Mutual Independence

In probability and statistics, we have a term called conditions of independence for the relationship between two random variables. We can use this to study and compare the effects of two variables on each other. This property is commonly used to prove that two random variables are independent of each other. It also helps us when we are dealing with time series data. In the following article, we will discuss more about conditional independence and mutual independence, as well as exchangeability.

Conditional independence

The term conditional independence refers to situations where observations are irrelevant or redundant. This is the case in many situations in the real world. However, there are some situations where observations are useful. For example, in the situation above, we may not need to observe the behavior of a person in order to judge the effectiveness of their interventions. In other cases, observation may be redundant and irrelevant, but it still matters that we observe the behavior of the person.

Suppose two contractors are competing to complete a construction project. The successful completion of both projects would be conditionally independent when there is a sufficient supply of material. In contrast, if the supply of materials is insufficient, the contractors’ chances of completing the project would be dependent on their own ability to complete the job. In the case of tests, two students taking the same course must take the exam. They would have independent chances of getting good grades if they study separately, but not if they collaborate on the exam. If they study together, it is considered cheating. But if the students are studying separately, their chances of getting good grades are not dependent on their collaboration.

Mutual independence

In mathematics, the conditions of mutual independence are the properties of two sets of events that are independent of each other. In some situations, a set of independent events may be a single event, but the event’s independent characteristics make it more complex. The conditions of mutual independence can be extended to include three or more independent events. In this article, we discuss two examples of such events. Let’s start with the first example. A pair of events may be independent of each other if the pair has the same probability.

For example, if k is 1, then P(Bk) = 1; if k is 2; and m is 3, then P(Bk)=2; then P(Bk)=1/3. In contrast, if the pair of events has the same probability, then the second toss is also independent. However, if the two events are independent of each other, they are considered pairwise.


In probability theory, conditions of independence and exchangeability are closely related to the concepts of independent and identical random variables. Exchangeability arises when a sequence of random variables has an invariant distribution under permutation, and is identical for every subset. Exchangeability is also a consequence of the principle of insufficient reason. In simple random sampling, an infinite sequence of random variables is exchangeable. This property is an important tool in probability theory.

First, exchangeability provides a formal definition of a parameter o, which labels a statistical model as a limit of a function f(x1,…, xn). The limit of the relative frequency r/n is the parameter th. Under exchangeability, a parameter o has a clear meaning and is asymptotically verifiable. The conditions of independence and exchangeability require a rigorous test.

Exchangeable variables

For example, exchangeable variables have the property of being faithful to a graph. As long as they satisfy the composition and intersection properties, exchangeable variables are essentially invariant. The proof of exchangeability is easy to derive from propositions 1 to 4 and proposition 5. When Xv is a function of its variables, the independence statement induced by this combination is true. Therefore, exchangeable variables are invariant under a permutation of indices.

The representation theorem was developed for exchangeable sequences of random variables. It was first proposed by de Finetti and extended by Hewitt and Savage. It states that every sequence of exchangeable random variables is conditionally IID. However, it does not imply marginal independence because exchangeable sequences are not necessarily negatively correlated. In fact, exchangeable sequences of random variables can be positively correlated.

Exchangeable random variables

In statistics, exchangeable random variables are those that have the same or similar properties as independent or identical random variable sequences. These sequences are called exchangeable because they provide useful generalization. In simple random sampling, exchangeable sequences arise when two variables have the same joint probability distribution. However, exchangeability is not a prerequisite for independence. If two random variables are exchangeable, they can be grouped together in a limiting empirical distribution.

The conditional independence of exchangeable random variables is related to the notion of IID, which is the corresponding notion of independently distributed random variables. As such, it implies that any sequence of exchangeable random variables has the same distribution. For example, components of a vector,, are exchangeable but not independent. This is because they all have the same distributional form. This definition of exchangeability has several extensions.

Disjoint events

If two events have the same probability, but no overlap, they are considered disjoint events. These types of events are commonly represented visually with a Venn diagram. They cannot occur together because the event whose probability you know is excluded by the one you know. Moreover, it is impossible for one event to cause the occurrence of the other. Here is an example of a disjoint event: If you roll a single die, you will have only two possible outcomes – a zero and a face-up. The diagram on the right represents the other event as an empty set.

Two disjoint events do not occur together in the same way. Therefore, the probability of both events occurring at the same time is different. Suppose that two people are in a room at the same time and draw one marble out of a bowl of five. The probability of drawing the blue marble is one in five. If someone else draws the green marble, the probability of the first happening is one in five. Hence, the two events cannot happen together.