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We will define independence mathematically
First we express independence intuitively
Then we quantify it via conditional probability
This leads to a definition of independence of two events
Example: two coin flips are independent
"Independent" and "mutually exclusive" are very different notions
Definition of independence of three events
Pairwise independence does not imply independence
Definition of independence of any number ov events
Stability of independence with respect to set operations, such as
complement
intersection
union and all other operations.
Recap of this episode
Examples will be given in the next episodes