[Math] Basic probability – independent events and the empty set

probability

I'm having a problem understanding this seemingly trivial aspect in basic probability theory.

Suppose there is two independent events, $A$ and $B$.
Their probabilities are known and they are $P(A)=\frac{1}{3}$ and $P(B)=\frac{1}{4}$.

For independent events, $$P(A \cap B) = P(A) \times P(B)$$ and so we have $$P(A \cap B) = \frac{1}{3} \times \frac{1}{4} = \frac{1}{12}$$

But if I plot a Venn diagram for this state space, I see that $A \cap B = \emptyset$ and, as such, $P(A \cap B) = 0$ and certainly not $\frac{1}{12}$.

Where have I gone wrong?

Venn diagram of the state space

Best Answer

(This is a comment, not an answer, but I can't put an image in a comment.)

A better picture to have in mind for independence is something like:

enter image description here

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