Mathematics and Statistics · Ch 16 — Probability
Multiplication Theorem and Independent Events
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 .
Multiplication theorem (general)
For any two events and ,
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. and . Substituting into the multiplication theorem gives the clean test and rule:
Multiplication rule for independent events
and are independent if and only if
For several independent events, .
Independent is not the same as mutually exclusive …
: the probability that bot …
Events whose occurrence does not affect each other's probability; equivalently . Distinct from mutually exclusive events, which c …