Complementary Independence

I was thinking through a probability situation the other day, and I noticed I was making an unspoken assumption, namely that if two events A and B are independent, then their complements \overline{A} and \overline{B} are independent.

At first I thought that this probably wasn’t true, because I’ve never seen that particular result explicitly stated in any probability or statistics book I’ve ever read (and I’ve read a few over the years), and because of the fact that human intuition for probability is notoriously unreliable (e.g. even Paul Erdos got the Monty Hall problem wrong when he first heard it).

Well, it turns out to be correct. In fact, a stronger result is true, namely Continue reading “Complementary Independence”