If two probabalistic events such as two coin tosses are independent then the probability of two specific events such as 2 heads is the product of the two seperate events:

   P_Twoheads = P_OneHead_1 *  P_OneHead_2   

If a set of events can not be factored like this then they are not independent events.  In quantum mechanics if this occurs then the events are said to be entangled..

 


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