Prove that if $E$ and $F$ are independent events, then so are the events $\mathrm{E}$ and $\mathrm{F}^{\prime}$.
since $\mathrm{E}$ and $\mathrm{F}$ are independent, we have
$\mathrm{P}(\mathrm{E} \cap \mathrm{F})=\mathrm{P}(\mathrm{E}) \cdot \mathrm{P}(\mathrm{F})$ ......... $(1)$
From the venn diagram in Fig it is clear that $E \cap \mathrm{F}$ and $\mathrm{E} \cap \mathrm{F}^{\prime}$ are mutually exclusive events and also $\mathrm{E}=(\mathrm{E} \cap \mathrm{F}) \cup\left(\mathrm{E} \cap \mathrm{F}^{\prime}\right)$
Therefore $\quad P(E)=P(E \cap F)+P\left(E \cap F^{\prime}\right)$
or $P\left(E \cap F^{\prime}\right)=P(E)-P(E \cap F)$
$=\mathrm{P}(\mathrm{E})-\mathrm{P}(\mathrm{E}) \cdot \mathrm{P}(\mathrm{F})$ (by $(1))$
$=\mathrm{P}(\mathrm{E})(1-\mathrm{P}(\mathrm{F}))$
$=\mathrm{P}(\mathrm{E})$ . $\mathrm{P}\left(\mathrm{F}^{\prime}\right)$
Hence, $\mathrm{E}$ and $\mathrm{F}^{\prime}$ are independent
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