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Independence is very different from mutual exclusiveness in the sense that A1nA2=0 but P(A, A2)+ P(A1) and vice versa can both arise. Independence is a probabilistic statement which ensures that the occurrence of one event does not influence the occurrence (or non-occurrence) of the other event. On the other hand, mutual exclusiveness is a statement which refers to the events(set) themselves not the associated probability. Two events are said to be mutually exclusive when they cannot occur togetherIndependence is very different from mutual exclusiveness in the sense that A1 ∩A2 = ∅ but P(A1|A2) 6= P(A1) and vice versa can both arise. Independence is a probabilistic statement which ensures that the occurrence of one event does not influence the occurrence (or non-occurrence) of the other event. On the other hand, mutual exclusiveness is a statement which refers to the events (set) themselves not the associated probability. Two events are said to be mutually exclusive when they cannot occur together. 12
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