if W, X independent given Y then W,X independent given Y,Z

79 Views Asked by At

Let $W,X,Y,Z$ be random variables and suppose $W\perp\!\!\perp X\mid Y$. Would adding another variable in the conditioning set alter the independence? Is $W\perp\!\!\perp X\mid Y,Z$ ?

I think in general it is not true because it doesn't seem to be easily provable just using Bayes...