Definition and statement
📐 Geometric Interpretation
In a sample space represented as a measure space of total area 1, the event $A$ occupies a region of measure $P(A)$ and $B$ occupies $P(B)$. Independence implies that the conditional probability measure of $A$ given $B$ equals the unconditional measure of $A$, meaning $P(A|B) = P(A)$, provided $P(B) > 0$.
⚙️ Algebraic & Structural Meaning
Algebraically, independence simplifies the joint distribution of indicator random variables and provides the foundation for product probability spaces in measure-theoretic probability.