Given we roll an unbiased dice. We define events $A$ and $B$ as follows:
- $A$ <- even number, i.e. $\{2, 4, 6 \}$,
- $B$ <- odd number, i.e. $\{1, 3, 5\}$
Now, if we have rolled a dice once - we can say that $A$ and $B$ are mutually exclusive.
However, if we roll a dice twice - we can say that getting $A$ in the first roll and $B$ in the second roll are independent?
What's the general rule to differentiate between the above?
How does $\Omega$ space look in both scenarios above?
Mutually exclusive: $P(A\cap B)=0$.
Sample space of throwing one dice once: $\Omega = \{ 1,2,3,4,5,6 \}$.
Since we are throwing the dice once we cannot get an outcome from $A$ and $B$ at the same time. It can be also seen using conditional probabilities.
Independent: $P(A\cap B)=P(A)P(B)$.
Sample space of throwing one dice twice: $\Omega = \{ (1,1), (1,2), (1,3), (1,4), (1,5), (1,6), (2,1), (2,2), (2,3), (2,4), (2,5), (2,6), (3,1), (3,2), (3,3), (3,4), (3,5), (3,6), (4,1), (4,2), (4,3), (4,4), (4,5), (4,6), (5,1), (5,2), (5,3), (5,4), (5,5), (5,6), (6,1), (6,2), (6,3), (6,4), (6,5), (6,6)\}$
where in the second case $(x,y)$ means getting $x$ in the first throw and $y$ in the second.