Statistical independence, what is it? I mean really, what is it?? [General Sta­tis­tics]

posted by ElMaestro  – Denmark, 2020-06-27 23:35 (1781 d 21:10 ago) – Posting: # 21582
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Hi all,

what is statistical independence in layman's terms?? I thought I had a basic understanding of it, but now I am not so sure.

For example: Wikipedia mentions on the page for the t distribution that t=Z/s where Z and s are independent, and Z = (sample mean - mean) and s is the sample sd divided by square root of n.

Given that any perturbation on the data that changes Z will (may) also change s, I am kind of slightly conflicted regarding my own idea of independence.

I am not so much looking for a textbook explaining what it is, or a link to some web page or other. I probably read those links that are the first 50 on google and got nowhere. Rather, I am humbly looking for an explanation that appeals to my braincells, the number of which is very, very limited.
Muchas gracias.

Pass or fail!
ElMaestro

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