ThmDex – An index of mathematical definitions, results, and conjectures.
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Definition D2795
Conditionally independent event collection
Formulation 1
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $\mathcal{G} \subseteq \mathcal{F}$ is a D470: Subsigma-algebra of $\mathcal{F}$ on $\Omega$
(ii) $E_j \in \mathcal{F}$ is an D1716: Event in $P$ for each $j \in J$
Let $\mathcal{P}_{\mathsf{finite}}(J)$ be the D2337: Set of finite subsets of $J$.
Then $E = \{ E_j \}_{j \in J}$ is a conditionally independent event collection in $P$ given $\mathcal{G}$ if and only if \begin{equation} \forall \, I \in \mathcal{P}_{\mathsf{finite}}(J) : \mathbb{P} \left( \bigcap_{i \in I} E_i \mid \mathcal{G} \right) \overset{a.s.}{=} \prod_{i \in I} \mathbb{P}(E_i \mid \mathcal{G}) \end{equation}
Children
Conditionally independent collection of event collections