<p>Actually, I do not think that statistical independence requires that the probability density functions be normally distributed. The probability density function for a coin flip is 50% heads and 50% tails if the coin is fair. Successive outcomes are independent but the pdf is uniform, not normally distributed.</p>
<p>If I remember my probability and statistics courses from way back when, the definition of statistical independence was that the knowledge that one event has already occurred has no bearing on the probability that another event is going to occur. In mathematical terms</p>
<p>P(A|B) = P(A)</p>
<p>where P(A) is the probability of event A occurring given no knowledge of event B and P(A|B) is the probability of event A occurring given the knowledge that event B has already occurred. This leads directly to </p>
<p>P(A&B) = P(A) x P(B)</p>
<p>where P(A&B) is the probability of both A and B occurring. By extension, if several events are all independent, then we can say that</p>
<p>P(A&B&C&D&...) = P(A) x P(B) x P(C) x P(D) x ...</p>
<p>If we choose event A to be "applicant rejected by Brown", event B as "applicant rejected by Columbia", etc. down to I as "applicant rejected by Yale", then the OP is stating that the probability of being accepted by at least one school of the nine mentioned is approximated by the equation</p>
<p>P(acceptance somewhere) = 1 - P(rejection everywhere)
= 1 - [P(A) x P(B) x P(C) x P(D) x P(E) x P(F) x P(G) x P(H) x P(I)]</p>
<p>for a fairly small subset of the general pool of applicants. He then makes some handwaving arguments to come up with P(A), P(B), ... P(I), does the math and states that the answer is about 0.99.</p>
<p>To me, the interesting question is not whether this equation is exactly correct, but rather how far off it is. As slowcap points out, there are a lot of variables that are not being accounted for. As Tyler points out, the variables that we are considering are certainly not independent over the general pool of applicants and we have no real reason to expect that they should suddenly become independent given the arbitrary limits imposed by the OP. However, even if you believe that the OP's methods are imprecise, there is still the possibility that he may have hit upon the right answer (or something reasonably close to it) by accident.</p>