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单词 Independence Complement Theorem
释义

Independence Complement Theorem

If 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

(1)
 (2)

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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