Chapter 3: Independent Events

Meike Niederhausen and Nicky Wakim

2023-10-02

Learning objectives

  1. Define independence of 2-3 events given probability notation

  2. Calculate whether two or more events are independent

Revisiting our coin toss

Question: Which of the following sequences of coin tosses of heads (\(H\)) and tails (\(T\)) is more likely to happen, assuming the coin is fair?

\[HTTHHHTHTHHTTTH\] or \[HTTTTTTTTHTTTTT\]

Independent Events

Definition: Independence

Events \(A\) and \(B\) are independent if \[\mathbb{P}(A \cap B) = \mathbb{P}(A) \cdot \mathbb{P}(B).\]

Notation: For shorthand, we sometimes write \[A \mathrel{\unicode{x2AEB}} B,\] to denote that \(A\) and \(B\) are independent events.

Example of two dice

Example 1

Two dice (red and blue) are rolled. Let \(A =\) event a total of 7 appears, and \(B =\) event red die is a six. Are events \(A\) and \(B\) independent?

Independence of 3 Events

Definition: Independence of 3 Events

Events \(A\), \(B\), and \(C\) are mutually independent if

    • \(\mathbb{P}(A \cap B) = \mathbb{P}(A) \cdot \mathbb{P}(B)\)

    • \(\mathbb{P}(A \cap C) = \mathbb{P}(A) \cdot \mathbb{P}(C)\)

    • \(\mathbb{P}(B \cap C) = \mathbb{P}(B) \cdot \mathbb{P}(C)\)

  1. \(\mathbb{P}(A \cap B \cap C) = \mathbb{P}(A) \cdot \mathbb{P}(B) \cdot \mathbb{P}(C)\)

Remark:

On your homework you will show that \((1) \not \Rightarrow (2)\) and \((2) \not \Rightarrow (1)\).

Probability at least one smoker

Example 2

Suppose you take a random sample of \(n\) people, of which people are smokers and non-smokers independently of each other. Let

  • \(A_i =\) event person \(i\) is a smoker, for \(i=1, \ldots ,n\), and

  • \(p_i =\) probability person \(i\) is a smoker, for \(i=1, \ldots ,n\).

Find the probability that at least one person in the random sample is a smoker.