If two events A and B are independent a real-life example is the following.
Consider a fair
coin and a fair six-sided die. Let event A be obtaining heads, and event B be rolling a 6.
Then we can reasonably assume that events A and B are independent, because the
outcome of one does not affect the outcome of the other. The probability that both A and
B occur is
P(A and B) = P(A)P(B) = (1/2)(1/6) = 1/12.
An example of a mutually exclusive event is the following. Consider a fair six-sided die as
before, only in addition to the numbers 1 through 6 on each face, we have the property
that the even-numbered faces are colored red, and the odd-numbered faces are colored
green. Let event A be rolling a green face, and event B be rolling a 6. Then
P(A) = 1/2 P(B) = 1/6
as in our previous example. But it is obvious that events A and B cannot simultaneously
occur, since rolling a 6 means the face is red, and rolling a green face means the number
showing is odd. Therefore
P(A and B) = 0.
Therefore, we see that a mutually exclusive pair of nontrivial events are also necessarily
dependent events. This makes sense because if A and B are mutually exclusive, then if A
occurs, then B cannot also occur; and vice versa. This stands in contrast to saying the
outcome of A does not affect the outcome of B, which is independence of events.