Prove Theorem 2.2.2 on page 71. The only if direction is direct from the definition of independence

Question:

Prove Theorem 2.2.2 on page 71. The €œonly if€ direction is direct from the definition of independence on page 68. For the €œif€ direction, use induction on the value of j in the definition of independence. Let m = j ˆ’ 1 and let = 1 with j1 = ij.
In Theorem 2.2.2
Let A1, . . . , Ak be events such that Pr(A1 ˆ© . . . ˆ© Ak) > 0. Then A1, . . . , Ak are independent if and only if, for every two disjoint subsets {i1, . . . , im} and {j1, . . . , je} of {1, . . . , k}, we have
Pr(A;, n..NAIA,n..nA) = Pr(A, n.n A).

Theorem 2.2.2 says that k events are independent if and only if learning that some of the events occur does not change the probability that any combination of the other events occurs.

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question

Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

Question Posted: