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Mutually exclusive and independent events

Mutually exclusive events have no common outcomes. Independence requires the joint probability to equal the product of the marginal probabilities.

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Compare the probability conditions

Conditions to compare
RelationshipProbability condition
Mutually exclusiveThe intersection is empty, so its probability is zero
IndependentP(A ∩ B) = P(A)P(B)

State the positive-probability qualification

If P(A) and P(B) are both positive, their product is positive. Mutually exclusive events instead have joint probability zero, so they cannot satisfy independence. This conclusion needs the positive-probability condition; “never independent” without qualification is too broad.

Check a clear zero-probability example

Let A be the empty event and B be heads on a fair coin. P(A) = 0 and P(B) = 0.5. Their intersection is empty, and 0 = 0×0.5, so they satisfy the joint-probability independence condition as well as mutual exclusivity. This example uses an empty event; it does not claim that every probability-zero event in every model is impossible.

Use conditional statements only when their denominators exist

The usual identity P(A|B) = P(A∩B)/P(B) requires P(B) > 0. The joint-probability definition of independence avoids division by zero. Do not substitute into the conditional formula with a zero denominator and then call the resulting expression a valid probability.

Further references