What is stochastic independence and how it is different from physical independence?

219 Views Asked by At

Consider a experiment that you ask the first person you meet on the street in which month her birthday falls.

The sample space is

$S= \{ Janua\color{red}ry , Feb\color{red}rua\color{red}ry ,Ma\color{red}rch ,Ap\color{red}ril ,May, June ,July, August ,Septembe\color{red}r ,Octobe\color{red}r, Novembe\color{red}r, Decembe\color{red}r \}$

Now consider the events:

L : "born in a long month i.e months with 31 days"

R: "born in a month with the letter r"

H : "born in the first half of the year"

Clearly,

$P(H)= 1/2$

$P(H/R)= 1/2$

So $H$ and $R$ are independent

Also

$P(H \cap L ) =1/4$ and $P(L)=7/12$

but , $1/2×7/12 \neq 1/4$

So we conclude $L$ and $H$ are dependent.

Why it is that $R$ & $H$ are independent but $L$ & $H$ are dependent?

Till now i have considered that physical dependence and independence ( means what we refer even non mathematically) was same as stochastic dependence and independence.

But after this above e.g, i am not able to actually understand what does stochastic independence means?

So to be really be sure that events are stochastically independence we have to rely on mathematical formulas (not that i am complaining) ?