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Independence
Suppose that we were looking at coffee drinking and CHD, and we found that
the probability of CHD in the study population was 0.1. Then suppose we
knew that the probability of being a coffee drinker was 0.3, and that
the probability of having CHD and being a coffee drinker was 0.03. Then
we have 3 percent of the population having both CHD and coffee drinking
behavior, and 30% of the population being coffee drinkers. Then the
conditional probability of having CHD given that a person is a coffee
drinker is 0.03/0.3=0.1. Knowing that a person was a coffee drinker did
not change your estimate of the probability of having CHD.
In general, whenever the conditional probability of A given B is the same
as the probability of A, the events A and B are said to be
independent. Since (when P(B) isn't zero) conditional probability
is defined according
to P(A|B)=P(A
B)/P(B), if we substitute P(A) for P(A|B), we find that when the
events A and B are independent, that P(A) = P(A
B)/P(B). But we can multiply both sides by P(B), and we find that
P(A
B) = P(A) P(B). In other words, when A and B are independent, then the
probability of A and B happening is the probability that A happens times
the probability that B happens.