Extend the definition of conditional independence to more than 2 events.

Short Answer

Expert verified

Conditional independence is independence in conditional probability.

Step by step solution

01

Given Information 

The definition of conditional independence to more than 2 events.

02

Explanation

Conditional independence of two events -E1,E2, with condition Fis defined by any of two equivalent conditions:

PE1E2F=PE1FPE1E2F=PE1FPE2F

Conditional independence is independence in conditional probability.

Generalize the formula for independence of multiple events:

nevents E1,E2,,Enare conditionally independent given Fif

for any kand any different j1,j2,,jk{1,2,,n}

Pi=1kEjiF=i=1kPEjiF

03

Final Answer

Multiple events are conditionally independent if conditional probability of intersection of any subset of events is the product of the conditional probability of those events.

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