Events A and B are disjoint if Pr[A∩B]=0(in the discrete case).
Independence
Events A and B are independent if
Pr[A∩B]=Pr[A]Pr[B]
Pr[A]=Pr[A∣B]
Special case to consider: if either event has a probability of 0 of occurring, then are they independent? are they disjoint? What if either event has a probability of 1 of occurring?
Union bound
Since Pr[⋃Ai]=∑Pr[Ai]−∑i,jPr[Ai∩Aj]+⋯±Pr[⋂Ai] by inclusion-exclusion, we obtain the union bound Pr[⋃Ai]≤∑Pr[Ai]. The bound is tight when the events Ai are disjoint(also known as mutually exclusive).
Disjointness
Independence
Union bound