A pair of events A and B cannot be simultaneously mutually exclusive and independent. Prove that if

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A pair of events A and B cannot be simultaneously mutually exclusive and independent. Prove that if P(A) > 0 and P(B) > 0, then:
(a) If A and B axe mutually exclusive, they cannot be independent.
(b) If A and B are independent, they cannot be mutually exclusive.
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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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