ThmDex – An index of mathematical definitions, results, and conjectures.
F8084
Formulation 0
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $E_j \in \mathcal{F}$ is an D1716: Event in $P$ for each $j \in J$
Let $\mathcal{P}_{\mathsf{finite}}(J)$ be the D2337: Set of finite subsets of $J$.
Then $\{ E_j \}_{j \in J}$ is an independent event collection in $P$ if and only if \begin{equation} \forall \, I \in \mathcal{P}_{\mathsf{finite}}(J) : \mathbb{P} \left( \bigcap_{i \in I} E_i \right) = \prod_{i \in I} \mathbb{P}(E_i) \end{equation}