View source for Stochastic dependence

''probabilistic dependence, statistical dependence''

A dependence between random variables that is expressed by a change of the conditional distribution of any of the variables when the other variables are altered. There are many forms of stochastic dependence: if the random variables are not mutually independent, they have to a greater or lesser degree the property of stochastic dependence. One of the most common types of stochastic dependence is correlation dependence (see [[Correlation (in statistics)|Correlation (in statistics)]]; [[Regression|Regression]]). Of the concrete forms of stochastic dependence, the most studied is Markov dependence (see [[Markov chain|Markov chain]]; [[Markov process|Markov process]]; [[Markov property|Markov property]]).

See also [[Stochastic process|Stochastic process]]; [[Stationary stochastic process|Stationary stochastic process]].