Independence in statistics an introduction

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  • Опубліковано 9 лют 2015
  • For more information on econometrics and Bayesian statistics, see: ben-lambert.com/

КОМЕНТАРІ • 4

  • @RealMcDudu
    @RealMcDudu 8 років тому +11

    Be Careful! There's a big mistake in this video. (One of) The definition(s) of random variables A and B being independent is: P(A , B) = P(A) * P (B) and not what's written on the right hand side (i.e. using the conditional probability, P(B|A)...) . The mistake is caused because on the left hand side it should have been P(B, A)/P(A) = P(B)/1 . The reason for it is that P(B|A) , i.e. the probability that B occurs, when we know A occurred, is equal to P(A,B) (=the probability both occurred) divided by P(A) - the probability A occurred (this is the *definition* of conditional probability). The teacher here accidentally replaced the joint probability with the conditional without noticing.

    • @CarlosOliviera
      @CarlosOliviera 7 років тому

      Thanks for the warning! I'll go and look somewhere else for a full of understanding of independence.

    • @darrendays4489
      @darrendays4489 6 місяців тому

      This is why we need the dislike button back

  • @tenalexandr1991
    @tenalexandr1991 5 років тому

    So independence is not necessarily categorical. I wonder if there is a continuous measure of how independent two events are.