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069概率中等derivationshort

An Event Independent of Itself Must Be Trivial

题目

Let AA be an event in a probability space. (a) Write the independence condition P(AA)=P(A)P(A)P(A \cap A) = P(A) \cdot P(A) and deduce which values of P(A)P(A) satisfy it. (b) On Ω={1,2,3,4}\Omega = \{1,2,3,4\} with uniform probability, verify your answer by testing A={1}A = \{1\}, A={1,2}A = \{1,2\}, A=A = \emptyset, and A=ΩA = \Omega. (c) Interpret: what does it mean probabilistically for an event to be independent of itself?

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