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Conditional independence
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===Decomposition=== : <math> X \perp\!\!\!\perp Y \mid Z \quad \Rightarrow \quad h(X) \perp\!\!\!\perp Y \mid Z </math> '''Proof''' From the definition of conditional independence, we seek to show that: : <math> X \perp\!\!\!\perp Y \mid Z \quad \Rightarrow \quad P(h(X), Y \mid Z) = P(h(X) \mid Z) P(Y \mid Z) </math> . The left side of this equality is: : <math> P(h(X)=a, Y=y \mid Z=z) = \sum_{X \colon h(X)=a} P(X=x, Y=y \mid Z=z) </math> , where the expression on the right side of this equality is the summation over <math>X</math> such that <math>h(X)=a</math> of the conditional probability of <math>X, Y</math> on <math>Z</math>. Further decomposing, : <math> \begin{align} \sum_{X \colon h(X)=a} P(X=x, Y=y \mid Z=z) =& \sum_{X \colon h(X)=a} P(X=x \mid Z=z) P(Y=y \mid Z=z) \\ =& P(Y=y \mid Z=z) \sum_{X \colon h(X)=a} P(X=x \mid Z=z) \\ =& P(Y \mid Z) P (h(X) \mid Z) \end{align} </math> . Special cases of this property include * <math> (X, W) \perp\!\!\!\perp Y \mid Z \quad \Rightarrow \quad X \perp\!\!\!\perp Y \mid Z </math> ** '''Proof:''' Let us define <math> A = (X,W) </math> and <math> h(\cdot) </math> be an 'extraction' function <math> h(X,W) = X</math>. Then: : <math> \begin{align} (X,W) \perp\!\!\!\perp Y \mid Z \quad &\Leftrightarrow \quad A \perp\!\!\!\perp Y \mid Z \\ &\Rightarrow \quad h(A) \perp\!\!\!\perp Y \mid Z \quad &\text{Decomposition} \\ &\Leftrightarrow \quad X \perp\!\!\!\perp Y \mid Z \end{align} </math> * <math> X \perp\!\!\!\perp (Y, W) \mid Z \quad \Rightarrow \quad X \perp\!\!\!\perp Y \mid Z </math> ** '''Proof:''' Let us define <math> V = (Y,W) </math> and <math> h(\cdot) </math> be again an 'extraction' function <math> h(Y,W) = Y</math>. Then: : <math> \begin{align} X \perp\!\!\!\perp (Y,W) \mid Z \quad &\Leftrightarrow \quad X \perp\!\!\!\perp V \mid Z \\ &\Leftrightarrow \quad V \perp\!\!\!\perp X \mid Z \quad &\text{Symmetry} \\ &\Rightarrow \quad h(V) \perp\!\!\!\perp X \mid Z \quad &\text{Decomposition} \\ &\Leftrightarrow \quad Y \perp\!\!\!\perp X \mid Z \\ &\Leftrightarrow \quad X \perp\!\!\!\perp Y \mid Z \quad &\text{Symmetry} \end{align} </math>
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