I have been trying to solve this question all day, i am not good at probability theory so i am not able to solve this.
Let (Ω, A, P) be a probability space and A, B, C ∈ A and A, B, C are independent of each other. \ Show that A and B ∪ C are independent as well.
My approaches are:
- using properties of a probability space: the intersection of the disjoint sequence of events is an empty set.
P(A).P(BuC) = P(A).(P(B)+ P(C) - P(BnC))
but P(BnC) = P(empty set) = 0
therefore it remains = P(A).(P(B) + P(C)) \
I don't think this is right. \
- looking at properties of a sigma algebra: if A,B,C ∈ A, this means that complements of A, B, C ∈ A, and so are their unions.
P(A) = P(A\B) + P(B\C) + P(AnBnC)
P(BuC)= P(B\C) + P(C\B) + P(BnC)
P(BuC) = P((B\C) + P(BnC)) + (P(C\B) + P(BnC)) - P(BnC)
after combining this, i don't know how to solve it further.
You don't have to give the answer. An idea of the solution or what properties one should follow is all i am asking.
Let $I \perp \!\!\! \perp J$, $I \neq J, I,J \in \{ A , B, C\}$
We want to show $A \perp \!\!\!\perp B \cup C$.
Hints:
The spoiler below is the solution