Understanding independence and conditional probability is essential for a correct application of many probabilistic and statistical concepts and methods. Although an intuitive definition of these two concepts is possible, psychological research shows that its application in some specific circumstances becomes difficult and produces biases and wrong decisions. This paper describes some of these findings with the aim of warning teachers to take them into account when planning the teaching and assessment of this topic. We finally suggest some possible teaching devices that can help students to better understand these two concepts.

Keywords: Conditional probability, independence, learning difficulties.

AMS Subject classifications: 60-01, 97C70.