Mean dependence

Mean dependence

In probability theory, a random variable Y is said to be mean independent of random variable X if an only if E(Y|X) = E(Y) for all x such that ƒ1(x) is not equal to zero. Y is said to be mean dependent if E(Y|X) ≠ μ(y) for some x such that ƒ1(x) is not equal to zero.

Stochastic independence implies mean independence, but the converse is not necessarily true.