Let's say we flip a coin twice:
The sample space (set of all possible outcomes) is:
$$\Omega = \{HH, HT, TH, TT\}$$
Now let's say we have the following two events (sets of outcomes):
$$A= \{HH, HT, TH\}, B = \{HT, TH, TT\}$$ where $A$ is the event that at least one coin is heads and $B$ is the event that at least one coin is tails.
Now the intersection between A and B ($A\cap B$) is the set of outcomes that are shared between A and B, the event (C) where at least one coin is heads AND at least one coin is tails:
$$C = A\cap B = AB = \{HT, TH\}$$
In this trivial example, I can calculate the probability of C by taking the size of the event over the size of the sample space: $$P(C) = \frac{size(C)}{size(\Omega)} = \frac{2}{4} = 0.5$$
But I am struggling to understand how I would find this answer if the sets were too large or complicated to count out.
The calculation $P(A)*P(B) = \frac{9}{16}$ clearly gives a different answer. I think this means that events A and B are not independent. Two events are dependent if the outcome of the first event affects the outcome of the second event, so that the probability is changed. So conceptually, how/why is A affecting B (or vice-versa)?
And more generally, if it's not conceptually clear that one event is influencing another, does that mean the only way to determine if they are independent is by collecting data from observations?