Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. It only takes a minute to sign up.
Sign up to join this community
I just read that disjoint events, A, B, if, $\mathbb{P}(AB) = 0$ are independent. This really frustrates me.
My teacher stated otherwise - $\mathbb{P}(AB) = 0 \iff A \cap B = \emptyset \implies \mathbb{P}(AB) = 0 \ne \mathbb{P}(A)\mathbb{P}(B)$ because $\mathbb{P}(A)$ and $\mathbb{P}(B)$ are not empty (does the latter come from the definition of independent events?).
Could somebody clear this for me?
You are correct, and your reasoning is spot on. Disjoint events aren't independent, unless one event is impossible, which makes the two events trivially independent. Let's take the simplest situation possible as a counterexample. Let $A$ be the event that a fair coin lands heads and let $B$ be the event that the coin lands tails. $A \cap B = \emptyset \implies P(A \cap B) = 0 \ne P(A)P(B) = \frac{1}{2}\cdot \frac{1}{2}.$ The mathematical definition of two events being independent is $P(A \cap B)=P(A)\cdot P(B)$ thus if $A \cap B = \emptyset$ then $P(A \cap B) = 0 \implies P(A) = 0$ or $P(B) = 0$
Two disjoint events can never be independent, except in the case that one of the events is null. Essentially these two concepts belong to two different dimensions and cannot be compared or equaled.
Events are considered disjoint if they never occur at the same time. For example, being a freshman and being a sophomore would be considered disjoint events.
Independent events are unrelated events. For example, being a woman and being born in September are (roughly) independent events.
The intersection of two events, $A$ and $B$, is usually represented as $A \cap B$, but sometimes as $AB$ .
Two events are (pairwise) independent if and only if the probability of their intersection equals the product of their probabilities. It means knowledge of the occurrence of one event does not influence the measure of the (conditional) probability of the occurrence of the other. $$A\perp B ~\iff~ \mathsf P(A\,B)=\mathsf P(A)\,\mathsf P(B)\tag{1}$$
Two events are disjoint, or exclusive, if their intersection is an empty set, which in turn infers it to have zero probability. The intersection of disjoint events is impossible. It means the occurrence of one event prohibits the occurrence of the other. $$A\,B=\emptyset ~\implies~ \mathsf P(A\,B)=0\tag{2}$$
These two situations do not occur together, except in the edge case of at least one of the events itself being impossible. (An impossible event is independent of any other event.)
