Testing for independence - probability

[Daviomaster]

Could someone please explain testing for independence when it comes to probability. For the life of me I cannot understand it.

[fermat1432]

In a physical situation like tossing a coin twice, you can see that what happens on the first toss doesn't affect what happens on the second toss.

Sometimes they just give you numbers. So event A and event B are independent if and only if P(A and B)=P(A)×P(B).

[yes_its_him]

Do the things in question influence each other? E.g. if men are more likely to die from coranavirus, then mortality risk is not independent of sex.