independence model

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A model in which two (or more) random variables are independent of one another: the value taken by one variable is completely unaffected by the value taken by the other variable. Suppose, for example, that A, B, and C are three categorical random variables, with pjkl denoting the probability of an outcome in cell (j, k, l); then the independence model states that


where . With just two variables, A and B, the corresponding result would be


where .

Subjects: Probability and Statistics.

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