In several chapters of this book, I have discussed the concepts of independence and association between events and variables. In Chapter 4, I introduced Pearson’s coefficient of correlation (r) as a measure of association between two quantitative variables. Chapter 5 included a discussion of the multiplicative law of probability, which can be used to derive the probability of two events both occurring. At that point, I introduced a special form of the multiplicative law for independent events, defining two events as independent if the occurrence of one event has no influence on the likelihood of the other event occurring or that knowledge about whether an event occurred or not provides no new information about the likelihood of the second event occurring. In Chapter 11, I discussed the χ2 test of independence for categorical variables. In that context, two categorical variables can be said to be independent if the relative frequency distribution of one variable is the same across the categorical levels of the other variable.