Independence Proof: A⊥B → A⊥Bᶜ

Problem 3.1 • If A and B are independent, then A and Bᶜ are also independent

📜 Theorem

If events A and B are independent, then A and Bᶜ (the complement of B) are also independent.

A ⊥ B   ⟹   A ⊥ Bᶜ

📐 Step-by-Step Proof

Given

A and B are independent events.

P(A ∩ B) = P(A) · P(B)

Key Identity

Any event A can be split using B and Bᶜ:

A = (A ∩ B) ∪ (A ∩ Bᶜ)

These are disjoint, so probabilities add.

Apply Probability

Using the addition rule for disjoint events:

P(A) = P(A ∩ B) + P(A ∩ Bᶜ)

Substitute Independence

Replace P(A ∩ B) using the independence condition:

P(A) = P(A)·P(B) + P(A ∩ Bᶜ)

Solve for P(A ∩ Bᶜ)

Rearranging the equation:

P(A ∩ Bᶜ) = P(A) − P(A)·P(B)

Factor Out P(A)

Factor P(A) from the right side:

P(A ∩ Bᶜ) = P(A)·(1 − P(B))

Complement Rule

Since P(Bᶜ) = 1 − P(B):

P(A ∩ Bᶜ) = P(A)·P(Bᶜ) ✓

This is the definition of independence! Q.E.D.

🎨 Visual Representation

The Venn diagram shows how A is partitioned into (A∩B) and (A∩Bᶜ).

💡 Key Insight

Independence is symmetric across complements. If knowing B doesn't help predict A, then knowing "not B" also doesn't help predict A.

Also True:
• A ⊥ B → Aᶜ ⊥ B
• A ⊥ B → Aᶜ ⊥ Bᶜ