Definition 12.15 (independence). Two events A,B are independent exactly when
P(A∩B)=P(A)⋅P(B).
When P(A),P(B)>0, this is exactly equivalent to P(B/A)=P(B) and P(A/B)=P(A) -- knowing A happened tells you nothing new about B's chances, and vice versa. This is the special case of the Multiplication Theorem where the conditional term collapses to the plain probability. Mutually independent events A1,…,An satisfy the stronger requirement that EVERY sub-collection multiplies out: P(Ai1∩⋯∩Aik)=P(Ai1)⋯P(Aik).
Theorem 12.8. If A,B are independent, then so are (i) Aˉ,B; (ii) A,Bˉ; (iii) Aˉ,Bˉ. (Proved via De Morgan's law: P(Aˉ∩Bˉ)=P(A∪B)=1−P(A∪B)=1−[P(A)+P(B)−P(A)P(B)]=[1−P(A)][1−P(B)]=P(Aˉ)P(Bˉ).) …