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Mathematics and Statistics · Ch 16 — Probability

Multiplication Theorem and Independent Events

6

Multiplication Theorem and Independent Events

Rearranging the definition of conditional probability gives a rule for the probability that both events occur — the probability of the intersection A∩BA \cap B.

Note

Multiplication theorem (general)

For any two events AA and BB,

P(A∩B)=P(A)⋅P(B∣A)=P(B)⋅P(A∣B).P(A \cap B) = P(A)\cdot P(B \mid A) = P(B)\cdot P(A \mid B).

The probability that both happen equals the probability of one, times the conditional probability of the other given the first.

This is the natural tool for "and then" problems, especially drawing objects one after another. Whether the drawing is with or without replacement matters: without replacement the second draw is conditional on the first (the contents have changed), so the conditional factor is genuinely different from the plain probability.

Independent events. Two events are independent when the occurrence of one does not affect the probability of the other, i.e. P(A∣B)=P(A)P(A \mid B) = P(A) and P(B∣A)=P(B)P(B \mid A) = P(B). Substituting into the multiplication theorem gives the clean test and rule:

Note

Multiplication rule for independent events

AA and BB are independent if and only if

P(A∩B)=P(A)⋅P(B).P(A \cap B) = P(A)\cdot P(B).

For several independent events, P(A1∩A2∩⋯∩Ak)=P(A1) P(A2)⋯P(Ak)P(A_1 \cap A_2 \cap \cdots \cap A_k) = P(A_1)\,P(A_2)\cdots P(A_k).

Watch out

Independent is not the same as mutually exclusive …

Definition 12Multiplication theorem

P(A∩B)=P(A) P(B∣A)=P(B) P(A∣B)P(A \cap B) = P(A)\,P(B \mid A) = P(B)\,P(A \mid B): the probability that bot …

Definition 13Independent events

Events whose occurrence does not affect each other's probability; equivalently P(A∩B)=P(A) P(B)P(A \cap B) = P(A)\,P(B). Distinct from mutually exclusive events, which c …