AI engineering glossary · Probability
What is independence?
Independence (also called Statistical independence): Two events are independent when knowing that one occurred does not change the probability of the other, so P(A and B) = P(A) x P(B). Independence is a common modelling assumption, and checking whether it really holds is an important part of data analysis.
Independence: an example
Two fair coin tosses are independent: P(both heads) = 0.5 x 0.5 = 0.25.
Related terms
- Conditional independence
- Multiplication rule
- Correlation
More Probability terms
- Intersection of events
- Inverse transform sampling
- Joint distribution
- Joint probability
- KL divergence
- Law of large numbers
- Law of total expectation
- Law of total probability
Where you learn it
Independence is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.