Prove: If A and B are mutually exclusive, and A and B are also independent, then either A or B has probability zero.
Given:
Events A and B are mutually exclusive.
So,
P(A AND B) = 0 (1)
because if Events A and B are mutually exclusive, it is impossible for them to happen together.
Events A and B are independent
So,
P(A AND B) = P(A) X P(B) (2)
because if Events A and B are independent, the occurrence of one event has no effect on the occurrence of the other event.
Since LHS of equations (1) & (2) are same, equating RHS of (1) & (2), we get:
P(A) X P(B) = 0
This is product of 2 numbers with 0.
Thus, one of them should be 0.
This proves the required result: either A or B has a probablity 0.
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