Mutual independence

Random variables X1,,XkX_1,…,X_k are mutually independent if, for all possible values v1,,vkv_1,…,v_k, Pr[X1=v1,...,Xk=vk]=Pr[X1=v1]...Pr[Xk=vk]\mathrm{Pr}[X_1 = v_1, ..., X_k = v_k] = \mathrm{Pr}[X_1 = v_1]\cdot ... \cdot \mathrm{Pr}[X_k = v_k]


Strictly stronger than Pairwise independence; mutual independence implies pairwise independence, but pairwise independence does not imply mutual independence.

See Types of Independence.