http://en.wikipedia.org/wiki/Independence_%28probability_theory%29

In probability theory, to say that two events are **independent** (alternatively called **statistically independent** or **stochastically independent** )^{[1]} means that the occurrence of one does not affect the probability of the other. Similarly, two random variables are independent if the realization of one does not affect the probability distribution of the other.

The concept of independence extends to dealing with collections of more than two events or random variables.