Intersection of Event with Complement Can't Happen
Theorem
Let the probability space of an experiment $\EE$ be $\struct {\Omega, \Sigma, \Pr}$.
Let $A \in \Sigma$ be an events of $\EE$, so that $A \subseteq \Omega$.
Then:
- $A \cap \overline A = \O$
where $\overline A$ is the complementary event to $A$.
That is:
- $A \cap \overline A$ is an impossibility
or:
- $\map \Pr {A \cap \overline A} = 0$
Proof
By definition:
- $A \subseteq \Omega$
and:
- $\overline A = \relcomp \Omega A$
From Intersection with Relative Complement is Empty:
- $A \cap \overline A = \O$
We then have from Probability of Empty Event is Zero that:
- $\map \Pr \Omega = 0$
The result follows by definition of impossible event.
$\blacksquare$
Also see
Sources
- 2014: Christopher Clapham and James Nicholson: The Concise Oxford Dictionary of Mathematics (5th ed.) ... (previous) ... (next): complementary (for probability)