Decide whether this statement is true or false: Let (Omega, F,P ) be a probability space, if for two events A, B in F P(A∪B)=P(A)+P(B) holds, then A∩B=∅

Amiya Melendez

Amiya Melendez

Answered question

2022-10-22

Decide whether this statement is true or false: Let ( Ω , F , P ) be a probability space, if for two events A , B F P ( A B ) = P ( A ) + P ( B ) holds, then A B = .

Answer & Explanation

Audrey Russell

Audrey Russell

Beginner2022-10-23Added 16 answers

It is always true that P ( A B ) + P ( A B ) = P ( A ) + P ( B ). Hence P ( A B ) = P ( A ) + P ( B ) iff P ( A B ) = 0. But that does not imply that A B is the empty set. It can be any event of probability 0.
For example take A = [ 0 , 1 2 ] and B = [ 1 2 , 1 ] on [ 0 , 1 ] with Lebesgue mesure.

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