Meaning of 'independency'

43 Views Asked by At

Given a sequence of random variables $X_n$, what does it mean that they are not an "independency"? I have never met such terminology before. Is it just bad English to say that they are not mutually independent? Or is it a precise concept separate from mutual independence of the sequence? I will provide the context too: we are dealing with the indicator functions that mark the draw of a certain color in a Polya urn experiment. Say the black one. So if we call $\mathcal{F}_n=\sigma(X_1,\ldots, X_n)$ and $B_i,W_i$ the number of black and white balls at time $i$ we have $X_n\sim Bernoulli(B_n/(W_n+B_n))$ conditionally on the filtration.