Proving $ A_i $ and $ A_j $ are independent events











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I toss a fair coin $ 10 $ times. $ A_i (i = 1,2,dots,9) $ is the event of the same result in the $ i $ and $ i + 1 $ toss. How do I prove that for every $ i not = j $ the events $ A_i, A_j $ are independent?



I understand that in order to prove the independent of those two events I need to prove that $$ P(A_i | A_j) = P(A_i) P(A_j) $$



I guess I can conut on the fact that $ i, i+1 $ are indepedent events because it is a fair coin. so $ P(A_i) = P(A_j) = frac{1}{2} $ because I can have whatever result I want in the first toss and then I need the same results in the second. so



$$ P(A_j|A_i) = frac{P(A_jcap A_i)}{P(A_i)} = frac{frac{1}{2}^3}{frac{1}{2}} = frac{1}{4} = P(A_i)P(A_j) $$



But what if for example $ i =1 , j = 2 $ it means I should have the same result only in the first, second and third toss and then $ P(A_j | A_i) not = P(A_i)P(A_j) $



am I correct?










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  • you nts that $mathsf{P}(A_icap A_j)=mathsf{P}(A_i)mathsf{P}(A_j)$ or $mathsf{P}(A_imid A_j)=mathsf{P}(A_i)$...
    – d.k.o.
    Nov 19 at 9:39















up vote
0
down vote

favorite












I toss a fair coin $ 10 $ times. $ A_i (i = 1,2,dots,9) $ is the event of the same result in the $ i $ and $ i + 1 $ toss. How do I prove that for every $ i not = j $ the events $ A_i, A_j $ are independent?



I understand that in order to prove the independent of those two events I need to prove that $$ P(A_i | A_j) = P(A_i) P(A_j) $$



I guess I can conut on the fact that $ i, i+1 $ are indepedent events because it is a fair coin. so $ P(A_i) = P(A_j) = frac{1}{2} $ because I can have whatever result I want in the first toss and then I need the same results in the second. so



$$ P(A_j|A_i) = frac{P(A_jcap A_i)}{P(A_i)} = frac{frac{1}{2}^3}{frac{1}{2}} = frac{1}{4} = P(A_i)P(A_j) $$



But what if for example $ i =1 , j = 2 $ it means I should have the same result only in the first, second and third toss and then $ P(A_j | A_i) not = P(A_i)P(A_j) $



am I correct?










share|cite|improve this question






















  • you nts that $mathsf{P}(A_icap A_j)=mathsf{P}(A_i)mathsf{P}(A_j)$ or $mathsf{P}(A_imid A_j)=mathsf{P}(A_i)$...
    – d.k.o.
    Nov 19 at 9:39













up vote
0
down vote

favorite









up vote
0
down vote

favorite











I toss a fair coin $ 10 $ times. $ A_i (i = 1,2,dots,9) $ is the event of the same result in the $ i $ and $ i + 1 $ toss. How do I prove that for every $ i not = j $ the events $ A_i, A_j $ are independent?



I understand that in order to prove the independent of those two events I need to prove that $$ P(A_i | A_j) = P(A_i) P(A_j) $$



I guess I can conut on the fact that $ i, i+1 $ are indepedent events because it is a fair coin. so $ P(A_i) = P(A_j) = frac{1}{2} $ because I can have whatever result I want in the first toss and then I need the same results in the second. so



$$ P(A_j|A_i) = frac{P(A_jcap A_i)}{P(A_i)} = frac{frac{1}{2}^3}{frac{1}{2}} = frac{1}{4} = P(A_i)P(A_j) $$



But what if for example $ i =1 , j = 2 $ it means I should have the same result only in the first, second and third toss and then $ P(A_j | A_i) not = P(A_i)P(A_j) $



am I correct?










share|cite|improve this question













I toss a fair coin $ 10 $ times. $ A_i (i = 1,2,dots,9) $ is the event of the same result in the $ i $ and $ i + 1 $ toss. How do I prove that for every $ i not = j $ the events $ A_i, A_j $ are independent?



I understand that in order to prove the independent of those two events I need to prove that $$ P(A_i | A_j) = P(A_i) P(A_j) $$



I guess I can conut on the fact that $ i, i+1 $ are indepedent events because it is a fair coin. so $ P(A_i) = P(A_j) = frac{1}{2} $ because I can have whatever result I want in the first toss and then I need the same results in the second. so



$$ P(A_j|A_i) = frac{P(A_jcap A_i)}{P(A_i)} = frac{frac{1}{2}^3}{frac{1}{2}} = frac{1}{4} = P(A_i)P(A_j) $$



But what if for example $ i =1 , j = 2 $ it means I should have the same result only in the first, second and third toss and then $ P(A_j | A_i) not = P(A_i)P(A_j) $



am I correct?







probability conditional-probability






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asked Nov 19 at 9:35









bm1125

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  • you nts that $mathsf{P}(A_icap A_j)=mathsf{P}(A_i)mathsf{P}(A_j)$ or $mathsf{P}(A_imid A_j)=mathsf{P}(A_i)$...
    – d.k.o.
    Nov 19 at 9:39


















  • you nts that $mathsf{P}(A_icap A_j)=mathsf{P}(A_i)mathsf{P}(A_j)$ or $mathsf{P}(A_imid A_j)=mathsf{P}(A_i)$...
    – d.k.o.
    Nov 19 at 9:39
















you nts that $mathsf{P}(A_icap A_j)=mathsf{P}(A_i)mathsf{P}(A_j)$ or $mathsf{P}(A_imid A_j)=mathsf{P}(A_i)$...
– d.k.o.
Nov 19 at 9:39




you nts that $mathsf{P}(A_icap A_j)=mathsf{P}(A_i)mathsf{P}(A_j)$ or $mathsf{P}(A_imid A_j)=mathsf{P}(A_i)$...
– d.k.o.
Nov 19 at 9:39










3 Answers
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1
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accepted










$P(A_1cap A_2)=frac 1 8 +frac 1 8=frac 1 4$ and $P(A_1)=P(A_2)=frac 1 2$ so $A_1$ and $A_2$ are independent.






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  • Hey thanks for your answer. Can you explain just why $ P(A_1 cap A_2) = frac{1}{8} + frac{1}{8} $ I'm not sure what am I missing..
    – bm1125
    Nov 19 at 9:47






  • 1




    Probability of all three heads is $frac 1 8$ and probability of all three tails is also $frac 1 8$. You have to add these to get probability of $A_1cap A_2$.
    – Kavi Rama Murthy
    Nov 19 at 9:51




















up vote
1
down vote













Two events are independent if
begin{equation}
P(Acap B) = P(A)P(B).
end{equation}



Alterativelly if
begin{equation}
P(A| B) = P(A).
end{equation}

Also $P(A_j cap A_i) =frac{1}{4} iff i+1=j.






share|cite|improve this answer























  • Thanks for the answer, Let me make sure I understand $ P(A_j cap A_i) $ is the probability of having the same result in four tosses? Shouldn't it be $ frac{1}{2}^3 $ then? Because I can have whatever result on the first throw and then the next three throws should have the same result. What am I missing?
    – bm1125
    Nov 19 at 9:46






  • 1




    I thought that $i+1 = j$, my mistake :) In general it's $frac{1}{8}$, but when $j=i+1$ then it's $frac{1}{4}$
    – vermator
    Nov 19 at 9:58












  • No, you are right. I specifically asked about the case of $ i+1 = j $ . Thanks for clarifying!
    – bm1125
    Nov 19 at 10:00


















up vote
1
down vote













You are asked to prove that for $A_1,dots,A_{10}$ are pairwise independent.



In this answer I go for a stronger result: $A_1,dots,A_{10}$ are mutually independent.



See here for the difference.





Work in probability space $(Omega,wp(Omega),P)$ where: $$Omega={H,T}^{10}={(omega_1,dots,omega_{10})mid omega_iin{H,T}text{ for every }iin{1,dots,10}}$$and $P({omega})=2^{-10}$ for every $omegainOmega$.



Let $E_iin{A_i,A_i^{complement}}$ for $i=1,dots,9$.



Every $omega=(omega_1,dots,omega_{10})in E_1capcdotscap E_9$ is completely determined by $omega_1$ so that $E_1capcdotscap E_9$ contains exactly $2$ elements of $Omega$.



So $P(E_1capcdotscap E_9)=2cdot2^{-10}=2^{-9}=P(E_1)timescdotstimes P(E_{9})$



This allows the conclusion that $A_1,dots,A_9$ are mutually independent.



Consequently $A_1,dots,A_9$ are also pairwise independent.






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    3 Answers
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    3 Answers
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    up vote
    1
    down vote



    accepted










    $P(A_1cap A_2)=frac 1 8 +frac 1 8=frac 1 4$ and $P(A_1)=P(A_2)=frac 1 2$ so $A_1$ and $A_2$ are independent.






    share|cite|improve this answer





















    • Hey thanks for your answer. Can you explain just why $ P(A_1 cap A_2) = frac{1}{8} + frac{1}{8} $ I'm not sure what am I missing..
      – bm1125
      Nov 19 at 9:47






    • 1




      Probability of all three heads is $frac 1 8$ and probability of all three tails is also $frac 1 8$. You have to add these to get probability of $A_1cap A_2$.
      – Kavi Rama Murthy
      Nov 19 at 9:51

















    up vote
    1
    down vote



    accepted










    $P(A_1cap A_2)=frac 1 8 +frac 1 8=frac 1 4$ and $P(A_1)=P(A_2)=frac 1 2$ so $A_1$ and $A_2$ are independent.






    share|cite|improve this answer





















    • Hey thanks for your answer. Can you explain just why $ P(A_1 cap A_2) = frac{1}{8} + frac{1}{8} $ I'm not sure what am I missing..
      – bm1125
      Nov 19 at 9:47






    • 1




      Probability of all three heads is $frac 1 8$ and probability of all three tails is also $frac 1 8$. You have to add these to get probability of $A_1cap A_2$.
      – Kavi Rama Murthy
      Nov 19 at 9:51















    up vote
    1
    down vote



    accepted







    up vote
    1
    down vote



    accepted






    $P(A_1cap A_2)=frac 1 8 +frac 1 8=frac 1 4$ and $P(A_1)=P(A_2)=frac 1 2$ so $A_1$ and $A_2$ are independent.






    share|cite|improve this answer












    $P(A_1cap A_2)=frac 1 8 +frac 1 8=frac 1 4$ and $P(A_1)=P(A_2)=frac 1 2$ so $A_1$ and $A_2$ are independent.







    share|cite|improve this answer












    share|cite|improve this answer



    share|cite|improve this answer










    answered Nov 19 at 9:39









    Kavi Rama Murthy

    44.2k31852




    44.2k31852












    • Hey thanks for your answer. Can you explain just why $ P(A_1 cap A_2) = frac{1}{8} + frac{1}{8} $ I'm not sure what am I missing..
      – bm1125
      Nov 19 at 9:47






    • 1




      Probability of all three heads is $frac 1 8$ and probability of all three tails is also $frac 1 8$. You have to add these to get probability of $A_1cap A_2$.
      – Kavi Rama Murthy
      Nov 19 at 9:51




















    • Hey thanks for your answer. Can you explain just why $ P(A_1 cap A_2) = frac{1}{8} + frac{1}{8} $ I'm not sure what am I missing..
      – bm1125
      Nov 19 at 9:47






    • 1




      Probability of all three heads is $frac 1 8$ and probability of all three tails is also $frac 1 8$. You have to add these to get probability of $A_1cap A_2$.
      – Kavi Rama Murthy
      Nov 19 at 9:51


















    Hey thanks for your answer. Can you explain just why $ P(A_1 cap A_2) = frac{1}{8} + frac{1}{8} $ I'm not sure what am I missing..
    – bm1125
    Nov 19 at 9:47




    Hey thanks for your answer. Can you explain just why $ P(A_1 cap A_2) = frac{1}{8} + frac{1}{8} $ I'm not sure what am I missing..
    – bm1125
    Nov 19 at 9:47




    1




    1




    Probability of all three heads is $frac 1 8$ and probability of all three tails is also $frac 1 8$. You have to add these to get probability of $A_1cap A_2$.
    – Kavi Rama Murthy
    Nov 19 at 9:51






    Probability of all three heads is $frac 1 8$ and probability of all three tails is also $frac 1 8$. You have to add these to get probability of $A_1cap A_2$.
    – Kavi Rama Murthy
    Nov 19 at 9:51












    up vote
    1
    down vote













    Two events are independent if
    begin{equation}
    P(Acap B) = P(A)P(B).
    end{equation}



    Alterativelly if
    begin{equation}
    P(A| B) = P(A).
    end{equation}

    Also $P(A_j cap A_i) =frac{1}{4} iff i+1=j.






    share|cite|improve this answer























    • Thanks for the answer, Let me make sure I understand $ P(A_j cap A_i) $ is the probability of having the same result in four tosses? Shouldn't it be $ frac{1}{2}^3 $ then? Because I can have whatever result on the first throw and then the next three throws should have the same result. What am I missing?
      – bm1125
      Nov 19 at 9:46






    • 1




      I thought that $i+1 = j$, my mistake :) In general it's $frac{1}{8}$, but when $j=i+1$ then it's $frac{1}{4}$
      – vermator
      Nov 19 at 9:58












    • No, you are right. I specifically asked about the case of $ i+1 = j $ . Thanks for clarifying!
      – bm1125
      Nov 19 at 10:00















    up vote
    1
    down vote













    Two events are independent if
    begin{equation}
    P(Acap B) = P(A)P(B).
    end{equation}



    Alterativelly if
    begin{equation}
    P(A| B) = P(A).
    end{equation}

    Also $P(A_j cap A_i) =frac{1}{4} iff i+1=j.






    share|cite|improve this answer























    • Thanks for the answer, Let me make sure I understand $ P(A_j cap A_i) $ is the probability of having the same result in four tosses? Shouldn't it be $ frac{1}{2}^3 $ then? Because I can have whatever result on the first throw and then the next three throws should have the same result. What am I missing?
      – bm1125
      Nov 19 at 9:46






    • 1




      I thought that $i+1 = j$, my mistake :) In general it's $frac{1}{8}$, but when $j=i+1$ then it's $frac{1}{4}$
      – vermator
      Nov 19 at 9:58












    • No, you are right. I specifically asked about the case of $ i+1 = j $ . Thanks for clarifying!
      – bm1125
      Nov 19 at 10:00













    up vote
    1
    down vote










    up vote
    1
    down vote









    Two events are independent if
    begin{equation}
    P(Acap B) = P(A)P(B).
    end{equation}



    Alterativelly if
    begin{equation}
    P(A| B) = P(A).
    end{equation}

    Also $P(A_j cap A_i) =frac{1}{4} iff i+1=j.






    share|cite|improve this answer














    Two events are independent if
    begin{equation}
    P(Acap B) = P(A)P(B).
    end{equation}



    Alterativelly if
    begin{equation}
    P(A| B) = P(A).
    end{equation}

    Also $P(A_j cap A_i) =frac{1}{4} iff i+1=j.







    share|cite|improve this answer














    share|cite|improve this answer



    share|cite|improve this answer








    edited Nov 19 at 10:03

























    answered Nov 19 at 9:44









    vermator

    795




    795












    • Thanks for the answer, Let me make sure I understand $ P(A_j cap A_i) $ is the probability of having the same result in four tosses? Shouldn't it be $ frac{1}{2}^3 $ then? Because I can have whatever result on the first throw and then the next three throws should have the same result. What am I missing?
      – bm1125
      Nov 19 at 9:46






    • 1




      I thought that $i+1 = j$, my mistake :) In general it's $frac{1}{8}$, but when $j=i+1$ then it's $frac{1}{4}$
      – vermator
      Nov 19 at 9:58












    • No, you are right. I specifically asked about the case of $ i+1 = j $ . Thanks for clarifying!
      – bm1125
      Nov 19 at 10:00


















    • Thanks for the answer, Let me make sure I understand $ P(A_j cap A_i) $ is the probability of having the same result in four tosses? Shouldn't it be $ frac{1}{2}^3 $ then? Because I can have whatever result on the first throw and then the next three throws should have the same result. What am I missing?
      – bm1125
      Nov 19 at 9:46






    • 1




      I thought that $i+1 = j$, my mistake :) In general it's $frac{1}{8}$, but when $j=i+1$ then it's $frac{1}{4}$
      – vermator
      Nov 19 at 9:58












    • No, you are right. I specifically asked about the case of $ i+1 = j $ . Thanks for clarifying!
      – bm1125
      Nov 19 at 10:00
















    Thanks for the answer, Let me make sure I understand $ P(A_j cap A_i) $ is the probability of having the same result in four tosses? Shouldn't it be $ frac{1}{2}^3 $ then? Because I can have whatever result on the first throw and then the next three throws should have the same result. What am I missing?
    – bm1125
    Nov 19 at 9:46




    Thanks for the answer, Let me make sure I understand $ P(A_j cap A_i) $ is the probability of having the same result in four tosses? Shouldn't it be $ frac{1}{2}^3 $ then? Because I can have whatever result on the first throw and then the next three throws should have the same result. What am I missing?
    – bm1125
    Nov 19 at 9:46




    1




    1




    I thought that $i+1 = j$, my mistake :) In general it's $frac{1}{8}$, but when $j=i+1$ then it's $frac{1}{4}$
    – vermator
    Nov 19 at 9:58






    I thought that $i+1 = j$, my mistake :) In general it's $frac{1}{8}$, but when $j=i+1$ then it's $frac{1}{4}$
    – vermator
    Nov 19 at 9:58














    No, you are right. I specifically asked about the case of $ i+1 = j $ . Thanks for clarifying!
    – bm1125
    Nov 19 at 10:00




    No, you are right. I specifically asked about the case of $ i+1 = j $ . Thanks for clarifying!
    – bm1125
    Nov 19 at 10:00










    up vote
    1
    down vote













    You are asked to prove that for $A_1,dots,A_{10}$ are pairwise independent.



    In this answer I go for a stronger result: $A_1,dots,A_{10}$ are mutually independent.



    See here for the difference.





    Work in probability space $(Omega,wp(Omega),P)$ where: $$Omega={H,T}^{10}={(omega_1,dots,omega_{10})mid omega_iin{H,T}text{ for every }iin{1,dots,10}}$$and $P({omega})=2^{-10}$ for every $omegainOmega$.



    Let $E_iin{A_i,A_i^{complement}}$ for $i=1,dots,9$.



    Every $omega=(omega_1,dots,omega_{10})in E_1capcdotscap E_9$ is completely determined by $omega_1$ so that $E_1capcdotscap E_9$ contains exactly $2$ elements of $Omega$.



    So $P(E_1capcdotscap E_9)=2cdot2^{-10}=2^{-9}=P(E_1)timescdotstimes P(E_{9})$



    This allows the conclusion that $A_1,dots,A_9$ are mutually independent.



    Consequently $A_1,dots,A_9$ are also pairwise independent.






    share|cite|improve this answer



























      up vote
      1
      down vote













      You are asked to prove that for $A_1,dots,A_{10}$ are pairwise independent.



      In this answer I go for a stronger result: $A_1,dots,A_{10}$ are mutually independent.



      See here for the difference.





      Work in probability space $(Omega,wp(Omega),P)$ where: $$Omega={H,T}^{10}={(omega_1,dots,omega_{10})mid omega_iin{H,T}text{ for every }iin{1,dots,10}}$$and $P({omega})=2^{-10}$ for every $omegainOmega$.



      Let $E_iin{A_i,A_i^{complement}}$ for $i=1,dots,9$.



      Every $omega=(omega_1,dots,omega_{10})in E_1capcdotscap E_9$ is completely determined by $omega_1$ so that $E_1capcdotscap E_9$ contains exactly $2$ elements of $Omega$.



      So $P(E_1capcdotscap E_9)=2cdot2^{-10}=2^{-9}=P(E_1)timescdotstimes P(E_{9})$



      This allows the conclusion that $A_1,dots,A_9$ are mutually independent.



      Consequently $A_1,dots,A_9$ are also pairwise independent.






      share|cite|improve this answer

























        up vote
        1
        down vote










        up vote
        1
        down vote









        You are asked to prove that for $A_1,dots,A_{10}$ are pairwise independent.



        In this answer I go for a stronger result: $A_1,dots,A_{10}$ are mutually independent.



        See here for the difference.





        Work in probability space $(Omega,wp(Omega),P)$ where: $$Omega={H,T}^{10}={(omega_1,dots,omega_{10})mid omega_iin{H,T}text{ for every }iin{1,dots,10}}$$and $P({omega})=2^{-10}$ for every $omegainOmega$.



        Let $E_iin{A_i,A_i^{complement}}$ for $i=1,dots,9$.



        Every $omega=(omega_1,dots,omega_{10})in E_1capcdotscap E_9$ is completely determined by $omega_1$ so that $E_1capcdotscap E_9$ contains exactly $2$ elements of $Omega$.



        So $P(E_1capcdotscap E_9)=2cdot2^{-10}=2^{-9}=P(E_1)timescdotstimes P(E_{9})$



        This allows the conclusion that $A_1,dots,A_9$ are mutually independent.



        Consequently $A_1,dots,A_9$ are also pairwise independent.






        share|cite|improve this answer














        You are asked to prove that for $A_1,dots,A_{10}$ are pairwise independent.



        In this answer I go for a stronger result: $A_1,dots,A_{10}$ are mutually independent.



        See here for the difference.





        Work in probability space $(Omega,wp(Omega),P)$ where: $$Omega={H,T}^{10}={(omega_1,dots,omega_{10})mid omega_iin{H,T}text{ for every }iin{1,dots,10}}$$and $P({omega})=2^{-10}$ for every $omegainOmega$.



        Let $E_iin{A_i,A_i^{complement}}$ for $i=1,dots,9$.



        Every $omega=(omega_1,dots,omega_{10})in E_1capcdotscap E_9$ is completely determined by $omega_1$ so that $E_1capcdotscap E_9$ contains exactly $2$ elements of $Omega$.



        So $P(E_1capcdotscap E_9)=2cdot2^{-10}=2^{-9}=P(E_1)timescdotstimes P(E_{9})$



        This allows the conclusion that $A_1,dots,A_9$ are mutually independent.



        Consequently $A_1,dots,A_9$ are also pairwise independent.







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        edited Nov 19 at 10:13

























        answered Nov 19 at 10:01









        drhab

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