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
Subjects: Probability and Statistics.