Two variates and are statistically independent Iff the
Conditional Probability of given satisfies

(1) 
in which case the probability of and is just

(2) 
Similarly, events , , ..., are independent Iff

(3) 
Statistically independent variables are always Uncorrelated, but the converse
is not necessarily true.
See also Bayes' Formula, Conditional Probability,
Independence Complement Theorem, Uncorrelated
© 19969 Eric W. Weisstein
19990526