ThmDex – An index of mathematical definitions, results, and conjectures.
Set of symbols
Alphabet
Deduction system
Theory
Zermelo-Fraenkel set theory
Set
Binary cartesian set product
Binary relation
Map
Simple map
Simple function
Measurable simple complex function
Simple integral
Unsigned basic integral
Unsigned basic expectation
Basic expectation
Random real number moment
Expectation
Conditional expectation representative
Conditional expectation
Conditional probability
Conditionally independent event collection
Conditionally independent collection of event collections
Conditionally independent collection of sigma-algebras
Definition D4155
Conditionally independent random collection
Formulation 0
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) $X_j$ be a D202: Random variable on $P$ for each $j \in J$
(iii) $\sigma_{\text{pullback}} \langle X_j \rangle$ is the D1730: Pullback sigma-algebra of $X_j$ on $P$ for each $j \in J$
Then $\{ X_j \}_{j \in J}$ is a conditionally independent random collection on $P$ given $\mathcal{G}$ if and only if \begin{equation} \forall \, N \in \{ 1, 2, 3, \ldots \} : \forall \, j_1, \, \ldots, \, j_N \in J \left[ E_{j_1} \in \sigma_{\text{pullback}} \langle X_{j_1} \rangle, \, \ldots, \, E_{j_N} \in \sigma_{\text{pullback}} \langle X_{j_N} \rangle \quad \implies \quad \mathbb{P} \left( \bigcap_{n = 1}^N E_{j_n} \mid \mathcal{G} \right) \overset{a.s.}{=} \prod_{n = 1}^N \mathbb{P}(E_{j_n} \mid \mathcal{G}) \right] \end{equation}
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) $X_j$ is a D202: Random variable on $P$ for each $j \in J$
Then $\{ X_j \}_{j \in J}$ is a conditionally independent random collection on $P$ given $\mathcal{G}$ if and only if \begin{equation} \forall \, N \in \{ 1, 2, 3, \ldots \} : \forall \, j_1, \, \ldots, \, j_N \in J \left[ \{ X_{j_1} \in E_{j_1} \}, \, \ldots, \, \{ X_{j_N} \in E_{j_N} \} \in \mathcal{F} \quad \implies \quad \mathbb{P} \left( \bigcap_{n = 1}^N \{ X_{j_n} \in E_{j_n} \} \mid \mathcal{G} \right) \overset{a.s.}{=} \prod_{n = 1}^N \mathbb{P}( X_{j_n} \in E_{j_n} \mid \mathcal{G}) \right] \end{equation}