Independent vs Dependent Events
Definition
Events A and B are independent if the occurrence of one does not change the
probability of the other:
\[
P(A \mid B) = P(A)
\quad \text{(equivalently } P(B \mid A) = P(B)\text{)}
\]
If the equality does not hold, the events are dependent:
\[
P(A \mid B) \ne P(A)
\quad \text{or} \quad
P(B \mid A) \ne P(B)
\]
Key equivalent test
A very practical way to test independence (especially from a 2×2 table) is:
\[
A \text{ and } B \text{ are independent}
\iff
P(A \cap B) = P(A)\cdot P(B)
\]
Two important observations
- Mutually exclusive events are always dependent (unless one event has probability
0).
- Independent events are never mutually exclusive (except for the trivial zero-probability case).
Quick examples (from a 2×2 table)
Dependent example (Female vs In Favor):
\[
\begin{aligned}
P(F) &= \frac{40}{100} = 0.40 \\
P(F \mid A) &= \frac{4}{19} \approx 0.2105
\end{aligned}
\]
Since P(F) \ne P(F \mid A), the events are dependent.
Independent example (Machine I vs Defective):
\[
\begin{aligned}
P(D) &= \frac{15}{100} = 0.15 \\
P(D \mid \text{Machine I}) &= \frac{9}{60} = 0.15
\end{aligned}
\]
Since P(D) = P(D \mid \text{Machine I}), the events are independent.