ThmDex – An index of mathematical definitions, results, and conjectures.
Two disjoint events independent iff one is of probability zero
Formulation 0
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $E, F \in \mathcal{F}$ are each an D1716: Event in $P$
(ii) \begin{equation} E \cap F = \emptyset \end{equation}
Then the following statements are equivalent
(1) $E, F$ is an D1720: Independent event collection in $P$
(2) $\mathbb{P}(E) = 0$ or $\mathbb{P}(F) = 0$
Proofs
Proof 0
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $E, F \in \mathcal{F}$ are each an D1716: Event in $P$
(ii) \begin{equation} E \cap F = \emptyset \end{equation}
By hypothesis, we have $\mathbb{P}(E \cap F) = \mathbb{P}(\emptyset) = 0$. Under this assumption, independence requires $0 = \mathbb{P}(E \cap F) = \mathbb{P}(E) \mathbb{P}(F)$ and $\mathbb{P}(F) \mathbb{P}(F) = 0$ is true if and only if $\mathbb{P}(E) = 0$ or $\mathbb{P}(F) = 0$. $\square$