Discussion 8B

Disjointness

Events AA and BB are disjoint if Pr[AB]=0\Pr[A \cap B] = 0 (in the discrete case).

Independence

Events AA and BB are independent if
  • Pr[AB]=Pr[A]Pr[B]\Pr[A \cap B] = \Pr[A] \Pr[B]
  • Pr[A]=Pr[AB]\Pr[A] = \Pr[A \mid B]

Special case to consider: if either event has a probability of 00 of occurring, then are they independent? are they disjoint? What if either event has a probability of 11 of occurring?

Union bound

Since Pr[Ai]=Pr[Ai]i,jPr[AiAj]+±Pr[Ai]\Pr[\bigcup A_i] = \sum \Pr[A_i] - \sum_{i,j} \Pr[A_i \cap A_j] + \cdots \pm \Pr[\bigcap A_i] by inclusion-exclusion, we obtain the union bound Pr[Ai]Pr[Ai]\Pr[\bigcup A_i] \leq \sum \Pr[A_i]. The bound is tight when the events AiA_i are disjoint (also known as mutually exclusive).