Independence and disjoint event Let Ω={1,2,3,4} , consider A_1={1,2}, A_2={3,4} B_1={1,3}, B_2={2,4} Define P({1})=P({2})=P({3})=P({4})=1/4 Which events are independent? Verify your answer. Which events are disjoint(orthogonal)? Verify your answer

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Answer:

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Explanation:

To determine which events are independent and which are disjoint, let's first define what independence and disjointness mean:

1. Independence: Events A and B are independent if the occurrence of one event does not affect the probability of the other event. Mathematically, if P(A ∩ B) = P(A) * P(B), then events A and B are independent.

2. Disjoint (orthogonal): Events A and B are disjoint if they cannot occur simultaneously, meaning their intersection is empty, i.e., A ∩ B = ∅.

Now, let's analyze the given events:

- Independence:

- Events A₁ and B₁ are independent if P(A₁ ∩ B₁) = P(A₁) * P(B₁).

- P(A₁ ∩ B₁) = P({1}) = 1/4

- P(A₁) = P({1, 2}) = P({1}) + P({2}) = 1/4 + 1/4 = 1/2

- P(B₁) = P({1, 3}) = P({1}) + P({3}) = 1/4 + 1/4 = 1/2

- P(A₁) * P(B₁) = (1/2) * (1/2) = 1/4

- Since P(A₁ ∩ B₁) = P(A₁) * P(B₁), events A₁ and B₁ are independent.

- Similarly, events A₂ and B₂ are also independent.

- Disjoint:

- Events A₁ and A₂ are disjoint if A₁ ∩ A₂ = ∅.

- A₁ ∩ A₂ = {1, 2} ∩ {3, 4} = ∅

- Therefore, events A₁ and A₂ are disjoint.

- Similarly, events B₁ and B₂ are disjoint.

So, to summarize:

- Events A₁ and B₁ are independent.

- Events A₂ and B₂ are independent.

- Events A₁ and A₂ are disjoint.

- Events B₁ and B₂ are disjoint.

These conclusions are verified based on the given probability measure and event definitions.

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