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Independence and Incompatibility of Random Events | Basic Concepts of Probability Theory
Probability Theory Basics
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Probability Theory Basics

Probability Theory Basics

1. Basic Concepts of Probability Theory
2. Probability of Complex Events
3. Commonly Used Discrete Distributions
4. Commonly Used Continuous Distributions
5. Covariance and Correlation

bookIndependence and Incompatibility of Random Events

In probability theory, independence and incompatibility are concepts related to the relationship between random events.

  1. Independence: Two events are considered independent if the occurrence or non-occurrence of one event does not affect the probability of the occurrence or non-occurrence of the other event. In other words, knowing whether one event happens provides no information about the likelihood of the other event happening.
    Events A and B are independent if P(A intersection B) = P(A)*P(B);
  2. Incompatibility: Two events are incompatible if they cannot occur simultaneously. If the occurrence of one event excludes the possibility of the other event happening, they are considered incompatible. For example, flipping a coin and getting heads and tails simultaneously is incompatible since the coin can only show one side at a time.
    Events A and B are incompatible if P(A intersection B) = 0.

Examples of independent and incompatible events:

You draw a card from a standard deck with replacement (after we have drawn a card, we return it back to the deck) . What is the probability of drawing a red card (heart or diamond) followed by drawing a black card (spade or club)?

You draw a card from a standard deck with replacement (after we have drawn a card, we return it back to the deck) . What is the probability of drawing a red card (heart or diamond) followed by drawing a black card (spade or club)?

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