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independent random variables

   Also found in: Wikipedia 0.01 sec.
independent random variables [‚in·də′pen·dənt ¦ran·dəm ‚ver·ē·ə·bəls]
(statistics)
The discrete random variablesX1,X2, … ,Xnare independent if for arbitrary valuesx1,x2, … ,xnof the variables the probability thatX1=x1andX2=x2, etc., is equal to the product of the probabilities thatXi=xifori= 1, 2, … ,n; random variables which are unrelated.


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Specific topics described include injectivity of the Dubins-Freedman construction of random distributions, almost sure convergence of weighted sums of independent random variables, aperiodic order via dynamical systems, laws of iterated logarithm for weighted sums of iid random variables, and homeomorphic Bernoulli trial measures and ergodic theory.
R], it is easy to show that p and co are independent random variables with [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII.
 
 
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