Part of ALG-04 — Probability & Distributions

Independent Events Properties

by Notetube Official102 words3 views

If A and B are independent, then ALL of these pairs are also independent:

  • A and B'
  • A' and B
  • A' and B'

Proof sketch: P(A intersect B') = P(A) - P(A intersect B) = P(A) - P(A)P(B) = P(A)(1 - P(B)) = P(A)P(B').

For three events A, B, C to be mutually independent, ALL FOUR conditions must hold:

  1. P(A intersect B) = P(A)P(B)
  2. P(B intersect C) = P(B)P(C)
  3. P(A intersect C) = P(A)P(C)
  4. P(A intersect B intersect C) = P(A)P(B)P(C)

Pairwise independence (conditions 1-3) does NOT imply mutual independence. JEE has tested this distinction.

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