Mutual independence in probability












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Let $P(X_i=1)=P(X_i=-1)=frac{1}{2}$ for $i = 1,2,3$.



Prove that $A={X_1=X_2}, B={ X_1=X_3}, C={X_2=X_3}$ are not MUTUALLY INDEPENDENT. So I know I have to work out $P(Acap{B}cap{C})$ and show it's not equal to $P(A)P(B)P(C)$ but I don't know how to go about it since one variable is in terms of the other.










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    0












    $begingroup$


    Let $P(X_i=1)=P(X_i=-1)=frac{1}{2}$ for $i = 1,2,3$.



    Prove that $A={X_1=X_2}, B={ X_1=X_3}, C={X_2=X_3}$ are not MUTUALLY INDEPENDENT. So I know I have to work out $P(Acap{B}cap{C})$ and show it's not equal to $P(A)P(B)P(C)$ but I don't know how to go about it since one variable is in terms of the other.










    share|cite|improve this question











    $endgroup$















      0












      0








      0





      $begingroup$


      Let $P(X_i=1)=P(X_i=-1)=frac{1}{2}$ for $i = 1,2,3$.



      Prove that $A={X_1=X_2}, B={ X_1=X_3}, C={X_2=X_3}$ are not MUTUALLY INDEPENDENT. So I know I have to work out $P(Acap{B}cap{C})$ and show it's not equal to $P(A)P(B)P(C)$ but I don't know how to go about it since one variable is in terms of the other.










      share|cite|improve this question











      $endgroup$




      Let $P(X_i=1)=P(X_i=-1)=frac{1}{2}$ for $i = 1,2,3$.



      Prove that $A={X_1=X_2}, B={ X_1=X_3}, C={X_2=X_3}$ are not MUTUALLY INDEPENDENT. So I know I have to work out $P(Acap{B}cap{C})$ and show it's not equal to $P(A)P(B)P(C)$ but I don't know how to go about it since one variable is in terms of the other.







      probability






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      edited Jan 15 at 18:52









      Mee Seong Im

      2,8151617




      2,8151617










      asked Jan 15 at 18:04









      NoteBookNoteBook

      1167




      1167






















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          $begingroup$

          Nitpicking: you should write "$A = {X_1 = X_2}$" instead of "$A = X_1 = X_2$."





          Do you know how to compute $P(A) = P(X_1 = X_2)$?




          $P(A) = P(X_1 = X_2) = P(X_1=1, X_2=1) + P(X_1=-1, X_2 = -1) = frac{1}{2} cdot frac{1}{2} + frac{1}{2} cdot frac{1}{2}$.




          Computing $P(B)$ and $P(C)$ can be done similarly. Then you can compute $P(A) P(B) P(C)$.





          Can you give a simple description (in terms of $X_1, X_2, X_3$) of the event $A cap B cap C$?




          $A cap B cap C = {X_1 = X_2 = X_3}$




          Then can you compute the probability of $A cap B cap C$?




          $P(X_1=X_2=X_3) = P(X_1=1, X_2=1, X_3=1) + P(X_1=-1, X_2=-1, X_3=-1) = cdots$







          share|cite|improve this answer











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          • $begingroup$
            spotted my mistake, thank you
            $endgroup$
            – NoteBook
            Jan 15 at 18:23





















          0












          $begingroup$

          Assume $X_1$, $X_2$, and $X_3$ are mutually independent.



          Let $A$ be the event when $X_1=X_2$, $B$ be the event when $X_1=X_3$, and $C$ be the event when $X_2=X_3$. That is,
          $$
          A = {X_1=X_2}, qquad
          B = { X_1=X_3}, qquad
          C = {X_2=X_3 }.
          $$

          Note that $A$ has the following outcomes: when $X_1=1$ and $X_2=1$, and when $X_1=-1$ and $X_2=-1$. Events $B$ and $C$ have two similar outcomes.



          Since the outcomes for $A$ (when $X_1=1$ and $X_2=1$, and when $X_1=-1$ and $X_2=-1$) cannot occur simultaneously, we have
          begin{align*}
          P(A) &= P(X_1=1 mbox{ and }X_2=1) + P(X_1=-1 mbox{ and }X_2=-1) \
          &qquad -P(X_1=1 mbox{ and }X_2=1 mbox{ and }X_1=-1 mbox{ and }X_2=-1) \
          &= P(X_1=1)P(X_2=1) + P(X_1=-1)P(X_2=-1) -0 \
          &= frac{1}{2}cdot frac{1}{2} + frac{1}{2}cdot frac{1}{2} \
          &= frac{1}{2},
          end{align*}

          where the second equality holds since $X_1$ and $X_2$ are independent.



          Similarly, $P(B)=P(C)=frac{1}{2}$.



          So
          begin{align*}
          P(Acap Bcap C) &= P(X_1=1 mbox{ and } X_2=1 mbox{ and } X_3=1)
          \
          &qquad + P(X_1=-1 mbox{ and } X_2=-1 mbox{ and } X_3=-1) \
          &= P(X_1=1)P(X_2=1)P(X_3=1) \
          &qquad + P(X_1=-1)P(X_2=-1)P(X_3=-1) \
          &= frac{1}{2^3} + frac{1}{2^3} \
          &= require{enclose} enclose{circle}{~~frac{1}{4}~~}.
          end{align*}



          On the other hand, $P(A)P(B)P(C)=require{enclose}enclose{circle}{~frac{1}{8}~}$.



          Thus the events $A$, $B$, and $C$ are not mutually independent.






          share|cite|improve this answer











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            1












            $begingroup$

            Nitpicking: you should write "$A = {X_1 = X_2}$" instead of "$A = X_1 = X_2$."





            Do you know how to compute $P(A) = P(X_1 = X_2)$?




            $P(A) = P(X_1 = X_2) = P(X_1=1, X_2=1) + P(X_1=-1, X_2 = -1) = frac{1}{2} cdot frac{1}{2} + frac{1}{2} cdot frac{1}{2}$.




            Computing $P(B)$ and $P(C)$ can be done similarly. Then you can compute $P(A) P(B) P(C)$.





            Can you give a simple description (in terms of $X_1, X_2, X_3$) of the event $A cap B cap C$?




            $A cap B cap C = {X_1 = X_2 = X_3}$




            Then can you compute the probability of $A cap B cap C$?




            $P(X_1=X_2=X_3) = P(X_1=1, X_2=1, X_3=1) + P(X_1=-1, X_2=-1, X_3=-1) = cdots$







            share|cite|improve this answer











            $endgroup$













            • $begingroup$
              spotted my mistake, thank you
              $endgroup$
              – NoteBook
              Jan 15 at 18:23


















            1












            $begingroup$

            Nitpicking: you should write "$A = {X_1 = X_2}$" instead of "$A = X_1 = X_2$."





            Do you know how to compute $P(A) = P(X_1 = X_2)$?




            $P(A) = P(X_1 = X_2) = P(X_1=1, X_2=1) + P(X_1=-1, X_2 = -1) = frac{1}{2} cdot frac{1}{2} + frac{1}{2} cdot frac{1}{2}$.




            Computing $P(B)$ and $P(C)$ can be done similarly. Then you can compute $P(A) P(B) P(C)$.





            Can you give a simple description (in terms of $X_1, X_2, X_3$) of the event $A cap B cap C$?




            $A cap B cap C = {X_1 = X_2 = X_3}$




            Then can you compute the probability of $A cap B cap C$?




            $P(X_1=X_2=X_3) = P(X_1=1, X_2=1, X_3=1) + P(X_1=-1, X_2=-1, X_3=-1) = cdots$







            share|cite|improve this answer











            $endgroup$













            • $begingroup$
              spotted my mistake, thank you
              $endgroup$
              – NoteBook
              Jan 15 at 18:23
















            1












            1








            1





            $begingroup$

            Nitpicking: you should write "$A = {X_1 = X_2}$" instead of "$A = X_1 = X_2$."





            Do you know how to compute $P(A) = P(X_1 = X_2)$?




            $P(A) = P(X_1 = X_2) = P(X_1=1, X_2=1) + P(X_1=-1, X_2 = -1) = frac{1}{2} cdot frac{1}{2} + frac{1}{2} cdot frac{1}{2}$.




            Computing $P(B)$ and $P(C)$ can be done similarly. Then you can compute $P(A) P(B) P(C)$.





            Can you give a simple description (in terms of $X_1, X_2, X_3$) of the event $A cap B cap C$?




            $A cap B cap C = {X_1 = X_2 = X_3}$




            Then can you compute the probability of $A cap B cap C$?




            $P(X_1=X_2=X_3) = P(X_1=1, X_2=1, X_3=1) + P(X_1=-1, X_2=-1, X_3=-1) = cdots$







            share|cite|improve this answer











            $endgroup$



            Nitpicking: you should write "$A = {X_1 = X_2}$" instead of "$A = X_1 = X_2$."





            Do you know how to compute $P(A) = P(X_1 = X_2)$?




            $P(A) = P(X_1 = X_2) = P(X_1=1, X_2=1) + P(X_1=-1, X_2 = -1) = frac{1}{2} cdot frac{1}{2} + frac{1}{2} cdot frac{1}{2}$.




            Computing $P(B)$ and $P(C)$ can be done similarly. Then you can compute $P(A) P(B) P(C)$.





            Can you give a simple description (in terms of $X_1, X_2, X_3$) of the event $A cap B cap C$?




            $A cap B cap C = {X_1 = X_2 = X_3}$




            Then can you compute the probability of $A cap B cap C$?




            $P(X_1=X_2=X_3) = P(X_1=1, X_2=1, X_3=1) + P(X_1=-1, X_2=-1, X_3=-1) = cdots$








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            share|cite|improve this answer








            edited Jan 15 at 18:13

























            answered Jan 15 at 18:08









            angryavianangryavian

            42.5k23481




            42.5k23481












            • $begingroup$
              spotted my mistake, thank you
              $endgroup$
              – NoteBook
              Jan 15 at 18:23




















            • $begingroup$
              spotted my mistake, thank you
              $endgroup$
              – NoteBook
              Jan 15 at 18:23


















            $begingroup$
            spotted my mistake, thank you
            $endgroup$
            – NoteBook
            Jan 15 at 18:23






            $begingroup$
            spotted my mistake, thank you
            $endgroup$
            – NoteBook
            Jan 15 at 18:23













            0












            $begingroup$

            Assume $X_1$, $X_2$, and $X_3$ are mutually independent.



            Let $A$ be the event when $X_1=X_2$, $B$ be the event when $X_1=X_3$, and $C$ be the event when $X_2=X_3$. That is,
            $$
            A = {X_1=X_2}, qquad
            B = { X_1=X_3}, qquad
            C = {X_2=X_3 }.
            $$

            Note that $A$ has the following outcomes: when $X_1=1$ and $X_2=1$, and when $X_1=-1$ and $X_2=-1$. Events $B$ and $C$ have two similar outcomes.



            Since the outcomes for $A$ (when $X_1=1$ and $X_2=1$, and when $X_1=-1$ and $X_2=-1$) cannot occur simultaneously, we have
            begin{align*}
            P(A) &= P(X_1=1 mbox{ and }X_2=1) + P(X_1=-1 mbox{ and }X_2=-1) \
            &qquad -P(X_1=1 mbox{ and }X_2=1 mbox{ and }X_1=-1 mbox{ and }X_2=-1) \
            &= P(X_1=1)P(X_2=1) + P(X_1=-1)P(X_2=-1) -0 \
            &= frac{1}{2}cdot frac{1}{2} + frac{1}{2}cdot frac{1}{2} \
            &= frac{1}{2},
            end{align*}

            where the second equality holds since $X_1$ and $X_2$ are independent.



            Similarly, $P(B)=P(C)=frac{1}{2}$.



            So
            begin{align*}
            P(Acap Bcap C) &= P(X_1=1 mbox{ and } X_2=1 mbox{ and } X_3=1)
            \
            &qquad + P(X_1=-1 mbox{ and } X_2=-1 mbox{ and } X_3=-1) \
            &= P(X_1=1)P(X_2=1)P(X_3=1) \
            &qquad + P(X_1=-1)P(X_2=-1)P(X_3=-1) \
            &= frac{1}{2^3} + frac{1}{2^3} \
            &= require{enclose} enclose{circle}{~~frac{1}{4}~~}.
            end{align*}



            On the other hand, $P(A)P(B)P(C)=require{enclose}enclose{circle}{~frac{1}{8}~}$.



            Thus the events $A$, $B$, and $C$ are not mutually independent.






            share|cite|improve this answer











            $endgroup$


















              0












              $begingroup$

              Assume $X_1$, $X_2$, and $X_3$ are mutually independent.



              Let $A$ be the event when $X_1=X_2$, $B$ be the event when $X_1=X_3$, and $C$ be the event when $X_2=X_3$. That is,
              $$
              A = {X_1=X_2}, qquad
              B = { X_1=X_3}, qquad
              C = {X_2=X_3 }.
              $$

              Note that $A$ has the following outcomes: when $X_1=1$ and $X_2=1$, and when $X_1=-1$ and $X_2=-1$. Events $B$ and $C$ have two similar outcomes.



              Since the outcomes for $A$ (when $X_1=1$ and $X_2=1$, and when $X_1=-1$ and $X_2=-1$) cannot occur simultaneously, we have
              begin{align*}
              P(A) &= P(X_1=1 mbox{ and }X_2=1) + P(X_1=-1 mbox{ and }X_2=-1) \
              &qquad -P(X_1=1 mbox{ and }X_2=1 mbox{ and }X_1=-1 mbox{ and }X_2=-1) \
              &= P(X_1=1)P(X_2=1) + P(X_1=-1)P(X_2=-1) -0 \
              &= frac{1}{2}cdot frac{1}{2} + frac{1}{2}cdot frac{1}{2} \
              &= frac{1}{2},
              end{align*}

              where the second equality holds since $X_1$ and $X_2$ are independent.



              Similarly, $P(B)=P(C)=frac{1}{2}$.



              So
              begin{align*}
              P(Acap Bcap C) &= P(X_1=1 mbox{ and } X_2=1 mbox{ and } X_3=1)
              \
              &qquad + P(X_1=-1 mbox{ and } X_2=-1 mbox{ and } X_3=-1) \
              &= P(X_1=1)P(X_2=1)P(X_3=1) \
              &qquad + P(X_1=-1)P(X_2=-1)P(X_3=-1) \
              &= frac{1}{2^3} + frac{1}{2^3} \
              &= require{enclose} enclose{circle}{~~frac{1}{4}~~}.
              end{align*}



              On the other hand, $P(A)P(B)P(C)=require{enclose}enclose{circle}{~frac{1}{8}~}$.



              Thus the events $A$, $B$, and $C$ are not mutually independent.






              share|cite|improve this answer











              $endgroup$
















                0












                0








                0





                $begingroup$

                Assume $X_1$, $X_2$, and $X_3$ are mutually independent.



                Let $A$ be the event when $X_1=X_2$, $B$ be the event when $X_1=X_3$, and $C$ be the event when $X_2=X_3$. That is,
                $$
                A = {X_1=X_2}, qquad
                B = { X_1=X_3}, qquad
                C = {X_2=X_3 }.
                $$

                Note that $A$ has the following outcomes: when $X_1=1$ and $X_2=1$, and when $X_1=-1$ and $X_2=-1$. Events $B$ and $C$ have two similar outcomes.



                Since the outcomes for $A$ (when $X_1=1$ and $X_2=1$, and when $X_1=-1$ and $X_2=-1$) cannot occur simultaneously, we have
                begin{align*}
                P(A) &= P(X_1=1 mbox{ and }X_2=1) + P(X_1=-1 mbox{ and }X_2=-1) \
                &qquad -P(X_1=1 mbox{ and }X_2=1 mbox{ and }X_1=-1 mbox{ and }X_2=-1) \
                &= P(X_1=1)P(X_2=1) + P(X_1=-1)P(X_2=-1) -0 \
                &= frac{1}{2}cdot frac{1}{2} + frac{1}{2}cdot frac{1}{2} \
                &= frac{1}{2},
                end{align*}

                where the second equality holds since $X_1$ and $X_2$ are independent.



                Similarly, $P(B)=P(C)=frac{1}{2}$.



                So
                begin{align*}
                P(Acap Bcap C) &= P(X_1=1 mbox{ and } X_2=1 mbox{ and } X_3=1)
                \
                &qquad + P(X_1=-1 mbox{ and } X_2=-1 mbox{ and } X_3=-1) \
                &= P(X_1=1)P(X_2=1)P(X_3=1) \
                &qquad + P(X_1=-1)P(X_2=-1)P(X_3=-1) \
                &= frac{1}{2^3} + frac{1}{2^3} \
                &= require{enclose} enclose{circle}{~~frac{1}{4}~~}.
                end{align*}



                On the other hand, $P(A)P(B)P(C)=require{enclose}enclose{circle}{~frac{1}{8}~}$.



                Thus the events $A$, $B$, and $C$ are not mutually independent.






                share|cite|improve this answer











                $endgroup$



                Assume $X_1$, $X_2$, and $X_3$ are mutually independent.



                Let $A$ be the event when $X_1=X_2$, $B$ be the event when $X_1=X_3$, and $C$ be the event when $X_2=X_3$. That is,
                $$
                A = {X_1=X_2}, qquad
                B = { X_1=X_3}, qquad
                C = {X_2=X_3 }.
                $$

                Note that $A$ has the following outcomes: when $X_1=1$ and $X_2=1$, and when $X_1=-1$ and $X_2=-1$. Events $B$ and $C$ have two similar outcomes.



                Since the outcomes for $A$ (when $X_1=1$ and $X_2=1$, and when $X_1=-1$ and $X_2=-1$) cannot occur simultaneously, we have
                begin{align*}
                P(A) &= P(X_1=1 mbox{ and }X_2=1) + P(X_1=-1 mbox{ and }X_2=-1) \
                &qquad -P(X_1=1 mbox{ and }X_2=1 mbox{ and }X_1=-1 mbox{ and }X_2=-1) \
                &= P(X_1=1)P(X_2=1) + P(X_1=-1)P(X_2=-1) -0 \
                &= frac{1}{2}cdot frac{1}{2} + frac{1}{2}cdot frac{1}{2} \
                &= frac{1}{2},
                end{align*}

                where the second equality holds since $X_1$ and $X_2$ are independent.



                Similarly, $P(B)=P(C)=frac{1}{2}$.



                So
                begin{align*}
                P(Acap Bcap C) &= P(X_1=1 mbox{ and } X_2=1 mbox{ and } X_3=1)
                \
                &qquad + P(X_1=-1 mbox{ and } X_2=-1 mbox{ and } X_3=-1) \
                &= P(X_1=1)P(X_2=1)P(X_3=1) \
                &qquad + P(X_1=-1)P(X_2=-1)P(X_3=-1) \
                &= frac{1}{2^3} + frac{1}{2^3} \
                &= require{enclose} enclose{circle}{~~frac{1}{4}~~}.
                end{align*}



                On the other hand, $P(A)P(B)P(C)=require{enclose}enclose{circle}{~frac{1}{8}~}$.



                Thus the events $A$, $B$, and $C$ are not mutually independent.







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                edited Jan 15 at 19:04

























                answered Jan 15 at 18:50









                Mee Seong ImMee Seong Im

                2,8151617




                2,8151617






























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