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Two events are independent if the occurrence of one event does not affect the chances of the occurrence of the other event. The mathematical formulation of the independence of events A and B is the probability of the occurrence of both A and B being equal to the product of the probabilities of A and B (i.e., P(A and B) = P(A)P(B)).
Source(s):
NIST SP 800-22 Rev. 1a