Thomas Lumley • 12/9/2022

Pairwise and joint independence

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This article discusses a key concept in probability theory: pairwise independence does not guarantee joint independence. It uses the clear example of selecting a random point on a chessboard, where row, column, and color are pairwise independent, but row and column together determine the color, breaking joint independence. It also mentions generalizations to higher dimensions.

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#mathematics #statistics #Independence
Pairwise and joint independence

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