[Math] Conditional probability in independence and mutually exclusive events.

discrete mathematicsindependenceprobability theory

This thread shows that if two events are to be mutually exclusive and independent, one of them should have zero probability. I worked the following example that seems to contradict conditional probability.

We pick a real number in range [0,1]

A = event that the number is rational

B = event that the number is irrational

P(A and B) = $0$ (because they are disjoint by definition)

Also, P(A) = $0$ (from measure theory/discrete maths)

Thus P(A and B) = P(A) * P(B)

This means A and B are independent.

Note that the probability that number is irrational given that it is rational is zero. This does not satisfy conditional probability.

P(B | A) = 0 $\ne$ 1 = P(B)

P(B | A) $\ne$ P(B)

This just means that occurrence of one event (A) is affecting the probability of other (B), and not independent. Where did I go wrong?

Best Answer

It's fine.   Contradictions are allowed to happen when the precondition is not satisfied.

If $\mathsf P(A)>0$, then $\mathsf P(B\mid A)\cdot\mathsf P(A) = \mathsf P(B)$ .

Even if the measure $\mathsf P(B\mid A)$ can be evaluated from the model, the consequent doesn't have to hold if the antecedent doesn't; ie: $\mathsf P(A=0)$.

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