Independent sigma-algebras
Summary
A family of sub-σ-algebras of a probability space is independent when events chosen from different members of the family are always mutually independent. It is the most general form of independence, and the independence of events and of random variables are special cases. The node independent sigma-algebras gives the precise definition.
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Sources
- Web https://en.wikipedia.org/wiki/Independence_(probability_theory), Independent σ-algebras
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Definitions
- Independent sigma-algebras 09T8ZHST1V