When I study Statistical Theory, I find that these two concepts confuse me a lot.
By definition, if we say two events are PAIRWISE DISJOINT, that means the intersection of these two event is empty set. If we say that two events are MUTUALLY EXCLUSIVE, that means if one of these two events happens, the other will not. But doesn't it means that these two events are PAIRWISE DISJOINT？
If we say two events are MUTUALLY EXCLUSIVE, then they are not INDEPENDENT. Can we say that two PAIRWISE DISJOINT events are not INDEPENDENT as well？
If these two concepts are different (actually my teacher told me they are), could you please give me an example that two events are MUTUALLY EXCLUSIVE but not PAIRWISE DISJOINT, or they are PAIRWISE DISJOINT but not MUTUALLY EXCLUSIVE.
Thank you for your help.