Independent Random Variables
Last modified: July 21, 2026
Two RVs X and Y are independent if knowing one tells you nothing about the other.
Mathematically:
$$P(X=x,Y=y) = P(X=x)βP(Y=y)$$Equivalent condition:
$$ E[XY]=E[X]E[Y] $$Two RVs X and Y are independent if knowing one tells you nothing about the other.
Mathematically:
$$P(X=x,Y=y) = P(X=x)βP(Y=y)$$Equivalent condition:
$$ E[XY]=E[X]E[Y] $$