Two events are independent ...
- if and only if $P(A \cap B) = P(A)P(B)$ (This I know for sure)
But what about these two, my textbook isn't clear on whether it's [if] or [if and only if]:
- [if]/[if and only if] $P(A) = P(A\mid B)$
- [if]/[if and only if] $P(B) = P(B\mid A)$
$A,B$ (with non-zero probability) are independent iff $\Pr(A\cap B)=\Pr(A)\Pr(B)$ iff $\Pr(A\vert B)=\Pr(A)$ iff $\Pr(B\vert A)=\Pr(B)$.
The proofs in all directions are simple and us the formula $\Pr(A\vert B)\Pr(B)=\Pr(A\cap B)$ in all possible directions.