independent random variables

(1.1 hours to learn)


Intuitively, two random variables are independent if they don't influence each other. Mathematically, two random variables are independent if the events associated with each random variable lying in some set are independent. In statistics and probabilistic modeling, different random variables are often assumed to be independent in order to allow for efficient estimation and inference.


Core resources (read/watch one of the following)


Mathematical Monk: Probability Primer (2011)
Online videos on probability theory.
Additional dependencies:
  • expectation and variance
Other notes:
  • This uses the measure theoretic notion of probability, but should still be accessible without that background. Refer to Lecture 1.S for unfamiliar terms.


Supplemental resources (the following are optional, but you may find them useful)


Sets, Counting, and Probability
Online lectures on basic probability theory.
Location: Lecture "Variables"

See also