ThmDex – An index of mathematical definitions, results, and conjectures.
Independent event collection is pairwise independent
Formulation 0
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 $j \in J$
(ii) $\{ E_j \}_{j \in J} \subseteq \mathcal{F}$ is an D1720: Independent event collection in $P$
Then $\{ E_j \}_{j \in J}$ is a D2148: Pairwise independent event collection in $P$.
Proofs
Proof 0
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 $j \in J$
(ii) $\{ E_j \}_{j \in J} \subseteq \mathcal{F}$ is an D1720: Independent event collection in $P$
Since $E$ is independent in $P$, one has the probability decomposition \begin{equation} \mathbb{P}(E_{j_1} \cap \dots \cap E_{j_n}) = \mathbb{P}(E_{j_1}) \dots \mathbb{P}(E_{j_n}) \end{equation} for any finite number of events $E_{j_1}, \dots, E_{j_n}$ in $E$. Hence, one has the above decomposition for any pairs of events $E_{j_1}, E_{j_2}$ in $E$, and this is precisely the condition for pairwise independence. $\square$