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Sunday, November 2, 2014

independent events A_and_B ^ A_or_B

By definition of independence, Pr (A and B) = Pr(A) * Pr(B).

But how about Pr(A or B)? I find it unintuitive. Let's use discrete to illustrate. A:= coin is head. B:=dice < 6.

Use the universal rule that Pr(A or B)=Pr(A)+Pr(B)-Pr(A and B) ... Venn diagram