16. Prove Lemma 1.14. 1.14 Lemma. If A and B are independent events then P(AB) = P(A). Also, for any pair of events A
Posted: Fri Nov 26, 2021 8:38 am
1.14 Lemma. If A and B are independent events then P(AB) = P(A). Also, for any pair of events A and B, P(AB) = P(A|B)P(B) = P(BA)P(A). From the last lemma, we see that another interpretation of independence is that knowing B doesn't change the probability of A. The formula P(AB) = P(A)P(BA) is sometimes helpful for calculating probabilities.