Probability theory and stochastic processes Concept
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.
Further reading
- Web https://en.wikipedia.org/wiki/Independence_(probability_theory), Independent σ-algebras
About this page
| Tag | 0B5BA4FRWS |
|---|---|
| URI | m2://0B5BA4FRWS |
| Aliases | independence-of-sigma-algebras |
| Kind | concept |
| Writing | W1 stated |
| MSC | 60A05 |
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What this page needs for W2
- edge instance_of in: at least two examples (0 of 2)
- edge not_instance_of in: at least one non-example (0 of 1)
- edge specializes both: the more general notions and the special cases (0 of 1)
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