Show that x and y are independent in this joint distribution

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SUMMARY

The discussion focuses on proving the independence of variables x and w in the joint distribution Pr(w,x,y,z) by demonstrating that Pr(x,w) equals Pr(x)Pr(w). The factorization of the joint probability is established as Pr(w,x,y,z) = Pr(w) Pr(z|y) Pr(y|x,w) Pr(x). The proof utilizes integration over y and z, leading to the conclusion that Pr(x,w) = Pr(w)Pr(x), confirming the independence of x and w.

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  • Understanding of joint probability distributions
  • Familiarity with Bayes' theorem
  • Knowledge of integration techniques in probability
  • Experience with conditional probabilities
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  • Study the application of Bayes' theorem in joint distributions
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This discussion is beneficial for statisticians, data scientists, and anyone involved in probabilistic modeling and analysis, particularly those working with joint distributions and independence proofs.

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Given that the joint probability Pr(w,x,y,z) over four variables factorizes as
Pr(w,x,y,z) = Pr(w) Pr(z|y) Pr(y|x,w)Pr(x)
show that x is independent of w by showing that Pr(x,w) = Pr(x)Pr(w).

Attempt: if we simply assume Pr(x,w) = Pr(x)Pr(w), then:
<br /> \begin{align}<br /> Pr(w,x,y,z) &amp;= Pr(w) Pr(z|y) Pr(y|x,w) Pr(x)\\<br /> &amp;\stackrel{?}= Pr(x,w) Pr(z|y) Pr(y|x,w)\\<br /> &amp;\stackrel{?}= Pr(z|y) Pr(w,x,y)<br /> \end{align}<br />

But can we say the last line equals Pr(w,x,y,z)? I think this problem can be solved by simply applying Bayes' rule several times, but I can't seem to wrap my head around it.
 
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What we need to prove is P(w,x) = P(w)P(x). P(w,x) can be computed easily by integrating (or summing) P(w,x,y,z) over all y and z :wink:
 
Ah, I see. So we have:
<br /> \begin{align}<br /> Pr(x,w) &amp;= \iint Pr(w,x,y,z)\,dydz \\<br /> &amp;= \iint Pr(w)Pr(z|y)Pr(y|x,w)Pr(x)\,dydz \\<br /> &amp;= Pr(w)Pr(x) \iint Pr(z|y)Pr(y|x,w)\,dydz \\<br /> &amp;= Pr(w)Pr(x) <br /> \end{align}<br />
 

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