Independence : Random variables $X,$ $Y$ are called independent if $P[X\in A, Y\in B]=P[X \in A]P[Y \in B].$ Independent identically distributed random variables feature prominently in the law of large numbers and the central limit theorem. Vectors $x_1,x_2\ldots, x_n$ are called linearly independent if $\lambda_1 x_1+\lambda_2 x_2+\ldots+\lambda_n x_n=0$ implies $\lambda_1=\lambda_2=\ldots=\lambda_n=0.$