Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a
D1159: Probability space such that
| (i) |
$E_j \in \mathcal{F}$ is an D1716: Event in $P$ for each $j \in J$
|
Then $\{ E_j \}_{j \in J}$ is an
independent event collection in $P$ if and only if
\begin{equation}
\forall \, N \in \{ 1, 2, 3, \ldots \} :
\forall \, j_1, \ldots, j_N \in J :
\left[ j_1, \ldots, j_N \text{ distinct} \quad \implies \quad \mathbb{P} \left( \bigcap_{n = 1}^N E_{j_n} \right) = \prod_{n = 1}^N \mathbb{P}(E_{j_n}) \right]
\end{equation}