Independence:

An event B is said to be independence of an event A if the probability that B occurs is not influenced by whether A
has or has not occurred. In other words, if the probability of B equals the conditional probability of B given A:

Now substituting P(B) for P(B\A) in the multiplication theorem:

We obtain:

Definition:
Events A and B are independent if:
𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐴 . 𝑃(𝐵) .

Otherwise they are dependent.

Example 6:
1
Let a fair coin be tossed three times, we obtain the equiprobable 𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐻𝐻𝐻, 𝐻𝐻𝑇 =
4
space:
1
𝑆 = 𝐻𝐻𝐻, 𝐻𝐻𝑇, 𝐻𝑇𝐻, 𝐻𝑇𝑇, 𝑇𝐻𝐻, 𝑇𝐻𝑇, 𝑇𝑇𝐻, 𝑇𝑇𝑇 𝑃 𝐴 ∩ 𝐶 = 𝑃 𝐻𝐻𝑇 =
8
Consider the events 2 1
𝑃 𝐵 ∩ 𝐶 = 𝑃 𝐻𝐻𝐻, 𝑇𝐻𝐻 = =
𝐴 = 𝑓𝑖𝑟𝑠𝑡 𝑡𝑜𝑠𝑠 𝑖𝑠 𝑎 ℎ𝑒𝑎𝑑 8 4
𝐵 = 𝑠𝑒𝑐𝑜𝑛𝑑 𝑡𝑜𝑠𝑠 𝑖𝑠 𝑎 ℎ𝑒𝑎𝑑
1 1 1
𝐶 = 𝑒𝑥𝑎𝑎𝑐𝑡𝑙𝑦 𝑡𝑤𝑜 ℎ𝑒𝑎𝑑𝑠 𝑎𝑟𝑒 𝑡𝑜𝑠𝑠𝑒𝑑 𝑖𝑛 𝑎 𝑟𝑜𝑤 𝑃 𝐴 .𝑃 𝐵 = . = = 𝑃 𝐴∩𝐵
2 2 4
Find P(A), P(B), P(C), P(A∩B), P(A∩C), P(B∩C) And so A and B are independent.
and prove the events A, B, C are independent or not.
1 1 1
Solution: 𝑃 𝐴 .𝑃 𝐶 = . = = 𝑃 𝐴∩𝐶
2 4 8
4 1
𝑃 𝐴 = 𝐻𝐻𝐻, 𝐻𝐻𝑇, 𝐻𝑇𝑇, 𝐻𝑇𝐻 = = And so A and C are independent.
8 2
4 1 1 1 1
𝑃 𝐵 = 𝐻𝐻𝐻, 𝐻𝐻𝑇, 𝑇𝐻𝐻, 𝑇𝐻𝑇 = = 𝑃 𝐵 .𝑃 𝐶 = . = ≠ 𝑃 𝐵∩𝐶
8 2 2 4 8
2 1 And so B and C are dependent.
𝑃 𝐶 = 𝐻𝐻𝑇, 𝑇𝐻𝐻 = =
8 4
Example 7:

The probability that A hits a target is (1/4) and the probability that B hits it is (2/5). What is the probability that the target will be
hit if A and B each shoot at the target.

Solution:

We are given that P(A)=(1/4) and P(B)=(2/5), and we seek P(A∩B). Further-more, the probability that A or B hits the target is
not influenced by what the other does, that is, the event that A hits the target is independent of the event that B hits the target:

𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐴 . 𝑃(𝐵)
Thus:

𝑃 𝐴 ∪ 𝐵 = 𝑃 𝐴 + 𝑃 𝐵 − 𝑃(𝐴 ∩ 𝐵)
𝑃 𝐴 ∪ 𝐵 = 𝑃 𝐴 + 𝑃 𝐵 − 𝑃 𝐴 , 𝑃(𝐵)
1 2 1 2 11
𝑃 𝐴∪𝐵 = + − . =
4 5 4 5 20
Three events A, B and C are independent if:

1. P(A∩B) = P(A).P(B), P(A∩C) = P(A).P(C) and P(B∩C) = P(B).P(C) 2 1

𝑃 𝐴 =𝑃 𝐵 =𝑃 𝐶 = = ; 𝑎𝑛𝑑:
i.e., if the events are pair wise independent, and 4 2
1
2. P(A∩B∩C) = P(A).P(B).P(C) 𝑃 𝐴 ∩ 𝐵 = 𝑃 𝐻𝐻 =
4
The next example shows that condition (2) does not follow from 1
𝑃 𝐴 ∩ 𝐶 = 𝑃 𝐻𝑇 =
condition (1); 4
In other words, three events may be pair wise independent, 1
𝑃 𝐵 ∩ 𝐶 = 𝑃 𝑇𝐻 =
but not independent themselves. 4

Example 8: Thus condition (1) is satisfied, i.e. the events are

pair wise independent. However,
Let pair of coins be tossed; here S = {HH, HT, TH, TT} is an equiprobable
𝐴 ∩ 𝐵 ∩ 𝐶 = ∅ 𝑎𝑛𝑑 𝑠𝑜
space consider the events:
Solution: 𝑃 ∅ = 𝑃 𝐴 ∩ 𝐵 ∩ 𝐶 = 0 ≠ 𝑃 𝐴 . 𝑃 𝐵 . 𝑃(𝐶)

𝐴 = ℎ𝑒𝑎𝑑𝑠 𝑜𝑛 𝑡ℎ𝑒 𝑓𝑖𝑟𝑠𝑡 𝑐𝑜𝑖𝑛 = 𝐻𝐻, 𝐻𝑇 In other words, condition (2) is not satisfied and
𝐵 = ℎ𝑒𝑎𝑑𝑠 𝑜𝑛 𝑡ℎ𝑒 𝑠𝑒𝑐𝑜𝑛𝑑 𝑐𝑜𝑖𝑛 = 𝐻𝐻, 𝑇𝐻 so the three events are not independent.

𝐶 = ℎ𝑒𝑎𝑑𝑠 𝑜𝑛 𝑡ℎ𝑒 𝑒𝑥𝑎𝑐𝑡𝑙𝑦 𝑜𝑛𝑒 𝑐𝑜𝑖𝑛 = 𝐻𝑇, 𝑇𝐻

 𝑇 = 𝑎𝑎, 𝑎𝑏, 𝑏𝑎, 𝑏𝑏, 𝑏𝑐, 𝑎𝑐, 𝑐𝑏, 𝑐𝑎, 𝑐𝑐
Independent of Repeated Trails:
For notational convenience, we have written ac for the
Definition:
ordered pair (a, c). The probability of each point in T is:
Let S be a finite probability space. By n independent or repeated
1 1 1
trails, we mean the probability space T consisting of ordered n- 𝑃 𝑎𝑎 = 𝑃 𝑎 . 𝑃 𝑎 = . =
2 2 4
types of elements of S with the probability of an n-type defined to
1 1 1
the product of the probabilities of its components: 𝑃 𝑏𝑏 = 𝑃 𝑏 . 𝑃 𝑏 = . =
3 3 9
𝑃 𝑆0 , 𝑆1 , … , 𝑆𝑛 = 𝑃 𝑆0 . 𝑃(𝑆1 ), … , 𝑃(𝑆𝑛 ) 1 1 1
𝑃 𝑐𝑐 = 𝑃 𝑐 . 𝑃 𝑐 = . =
Example 9: 6 6 36
Whenever three horses a, b, c race together, their respective 1 1 1 1 1
𝑃 𝑎𝑏 = 𝑃 𝑏𝑎 = . = . =
probabilities of winning are (1/2, 1/3, 1/6). In other words, S= {a, 2 3 3 2 6
b, c} with P(a)=(1/2), P(b)=(1/3) and P(c)=(1/6). If the horses race 1 1 1 1 1
𝑃 𝑎𝑐 = 𝑃 𝑐𝑎 = . = . =
twice, then the sample space of the 2 repeated trails is: 2 6 6 2 12

Solution: 1 1 1 1 1
𝑃 𝑏𝑐 = 𝑃 𝑐𝑏 = . = . =
3 6 6 3 18