释义 |
Independence Complement TheoremIf sets and are Independent, then so are and , where is the complement of (i.e., the set ofall possible outcomes not contained in ). Let denote ``or'' and denote ``and.'' Then
where is an abbreviation for . But and are independent, so
 | (3) |
Also, since and are complements, they contain no common elements, whichmeans that
 | (4) |
for any . Plugging (4) and (3) into (2) then gives
 | (5) |
Rearranging,
 | (6) |
Q.E.D.See also Independent Statistics
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