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Toss two fair dice. There are $36$ outcomes in the sample space $\Omega$, each with probability $\frac{1}{36}$. Let:

  • $A$ be the event '$4$ on first die'.
  • $B$ be the event 'sum of numbers is $7$'.
  • $C$ be the event 'sum of numbers is $8$'.

It says here $A$ and $B$ are independent. I don't understand why this is the case. What is the intuition behind this? Can someone offer an explanation to me that doesn't involve using the definition of $\mathbb{P}(A \cap B) = \mathbb{P}(A)\mathbb{P}(B)$?

My understanding is informally, an event is independent if the occurrence of one does not affect the probability of the other and vise versa. So if $A$ occurs, wouldn't that affect the probability of $B$? Since if I were to roll a $4$ on the first die, the sample space will be reduced and hence the probability of 'sum of numbers is $7$' will be affected?

It also says $A$ and $C$ are not independent and $B$ and $C$ are not independent. Why?

I think this is because I'm confusing independence with conditional probability?

Bobby
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  • It says A and B are independent, but A and C aren't independent? Sounds fishy.. – Panglossian Oporopolist Mar 11 '15 at 07:57
  • I'd say A,B ; B,C ; C,A all are non-independent. Since two events, M and N, are independent if the fact that M occurs does not affect the probability of N occurring, and the fact that this is not the case here (Occurrence of A does affect occurrence of B) tells me they are all non-independent...Atleast that's what I think..I maybe wrong... – Panglossian Oporopolist Mar 11 '15 at 08:00
  • This is actually from the notes in my course pack, I've spent a few hours thinking about it. – Bobby Mar 11 '15 at 08:07
  • @Kugelblitz, that's what I thought also! – Bobby Mar 11 '15 at 08:11
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    @Kugelblitz The occurrence of $A$ does not affect the occurrence of $B$; it influences which particular outcome for $B$ may happen, but not the probability that an outcome for $B$ will happen. One sixth of all outcomes for $A$ are also an outcome for $B$. One sixth of all outcomes that are not for $A$ are also outcomes for $B$. One sixth of all possible outcomes are an outcome for $B$. – Graham Kemp Mar 11 '15 at 08:41
  • Know that an event is a set of outcomes. And that in the example you gave, we are investigating independence between a set of outcomes (multiple outcomes).

    Often events will only have one outcome, these examples you gave are somewhat artificially made. To have an example in which only real outcomes matter, see the example in my last paragraph.

    – Pedro Mar 11 '15 at 08:42

4 Answers4

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How do you think '$4$ on the first die' affects the chances of getting a total of $7$? Do you think it increases it, or decreases it? Let's do the math.

$6$ on the first die: we need $1$ on the second die. One chance in $6$.
$5$ on the first die: we need $2$ on the second die. One chance in $6$.
$4$ on the first die: we need $3$ on the second die. One chance in $6$.
$3$ on the first die: we need $4$ on the second die. One chance in $6$.
$2$ on the first die: we need $5$ on the second die. One chance in $6$.
$1$ on the first die: we need $6$ on the second die. One chance in $6$.

So the chance of getting a total of $7$ is the same regardless of what comes up on the first die. Knowing the first die came up $4$ does not make the chances of $7$ better or worse. Events $A$ and $B$ and independent.

Now what if we want a total of $8$? How is that different?

$6$ on the first die: we need $2$ on the second die. One chance in $6$.
$5$ on the first die: we need $3$ on the second die. One chance in $6$.
$4$ on the first die: we need $4$ on the second die. One chance in $6$.
$3$ on the first die: we need $5$ on the second die. One chance in $6$.
$2$ on the first die: we need $6$ on the second die. One chance in $6$.
$1$ on the first die: we need $7$ on the second die. ZERO CHANCE.

So '$1$ on the first die' lowers the chances of 'total of $8$' (to zero); anything else raises the chances to $1/6$. In particular, events $A$ and $C$ are dependent. The unconditional (i.e. before we know the result for the first die) probability of 'total of $8$' is the average of $\{1/6,\ 1/6,\ 1/6,\ 1/6,\ 1/6,\ 0\}$ which is $5/36.$

Looking at it the other way round, given that the total is $8$, we know that we can't have $1$ on the first die, so the conditional probability of $A$ given $C$ is not $1/6$ but $1/5$.

bof
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Since we are using fair dice, the atomic outcomes have equal probability measure.

$\begin{array}{l} A = \{(4,1), (4,2), (4,3), (4,4), (4,5), (4, 6)\} \\ B = \{(1,6), (2,5), (3,4), \color{blue}{(4,3)}, (5,2), (6,1)\}, & A\cap B=\{(4,3)\} \\ C = \{(2,6), (3,5), \color{blue}{(4,4)}, (5,3), (6,2)\}, & A\cap C = \{(4,4)\} \end{array} \\[2ex]\;\\ \begin{array}{l} \mathsf P( A) = 1/6, &\mathsf P(B) = 1/6, &\mathsf P(A\cap B)=1/36, &\mathsf P(A\mid B) = 1/6 , &\mathsf P(B\mid A) = 1/6 \\ &\mathsf P(C) = 5/36, &\mathsf P(A\cap C)=1/36 , &\mathsf P(A\mid C) = 1/5, &\mathsf P(C\mid A) = 1/6 \end{array} $

The independence of $A$ and $B$ is because the proportion of outcomes for $A$ that occur within the space of $B$ is the same as the proportion of outcomes for $A$ within the total space.   Likewise the proportion of outcomes for $B$ that occur within the space of $A$ is the same as the proportion of outcomes for $B$ within the total space.

However, this is not so for the proportion of outcomes for $A$ which occur within the space of $C$.

NB: if the dice we biased we would have to consider the weight of each atomic outcome, rather than simply counting.

Graham Kemp
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  • "The independence of $A$ and $B$ is becase the proportion of outcomes for $A$ that occur within the space of $B$ is the same as the proportion of outcomes for $A$ within the total space."

    This is only true with the naive definition of probability. When not all outcomes are equally likely, e.g. the probability of throwing a 6 is greater than the probability of throwing a 5, then this is not true anymore.

    Although, good example, and it is almost true, with weights it is only slightly different.

    – Pedro Mar 11 '15 at 08:36
  • @Pedro. Well, yes indeed this assumes the atomic outcomes have equal probability. That was specified by using the fair dice. (Now, edited to make note of that.) – Graham Kemp Mar 11 '15 at 08:46
  • It's unlikely that an answer invoking measure is going to be helpful to a beginner. – David Richerby Mar 11 '15 at 21:46
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Here's an analogous example from my previous post:

Pairwise independence can be characterised as:

Let $P(A)\neq0.$

Events $A$ and $B$ are independent iff. the knowledge that $A$ happens doesn't change $B$'s probability.

When considering whether events $X$ and $Y$ are independent, the correct intuition is to ask whether the knowledge that $X$ happens changes the probability of $Y$—not whether it restricts how $Y$ can happen.

Consider this experiment: flip two fair coins, letting $H_1$ be the event that the first coin lands on Heads, and $X$ be the event that the coins land on different sides. Then $$ P\left(H_1 \cap X\right)=\frac14=P(H_1)\:P(X);$$ i.e., Events $H_1$ and $X$ are, by definition, independent. Despite this, the knowledge that $H_1$ happens has reduced the number of ways that $X$ can happen: one of $X$'s outcomes, $TH,$ is no longer possible.

ryang
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$A$ effects the probability of $B$... and leaves it untouched. Getting 4 on the first die excludes many cases of $A$ and $A^c$, but does so evenly, so $P(B|A)=1/6=6/36=P(B)$.