Two variates 
and 
are statistically independent iff the conditional probability 
of 
given 
satisfies
 | (1) |
in which case the probability of 
and 
is just
 | (2) |
If 
events 
, 
, ..., 
are independent, then
 | (3) |
Statistically independent variables are always uncorrelated, but the converse is not necessarily true.
