Two events (see sample space) A and B are independent if
P(A ∩ B)=P(A) × P(B),
or, equivalently, if P(A|B)=P(A), or if P(B|A)=P(B). Three events A, B, and C are said to be independent (or mutually independent) if each pair is independent and if, in addition,
P(A ∩ B ∩ C)=P(A) × P(B) × P(C).
For a set of more than three events to be independent the multiplication rule must hold for all possible subsets. See also conditional probability; intersection; pairwise independent.
Subjects: Probability and Statistics.