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joint independence


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The random variables A and B are jointly independent of C if their joint probability distribution is unaffected by the value of C. For categorical variables, with pjkl denoting the probability of an outcome in cell (j, k, l), the condition for A and B to be jointly independent of the category of C, is that

pjkl=pjk0p00l,

for all j, k, and l, where .

Subjects: Probability and Statistics.


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