What does it mean to say that events A1,…,An are (i) pairwise independent, (ii) independent?
Consider pairwise disjoint events B1,B2,B3 and C, with
P(B1)=P(B2)=P(B3)=p and P(C)=q, where 3p+q⩽1
Let 0⩽q⩽1/16. Prove that the events B1∪C,B2∪C and B3∪C are pairwise independent if and only if
p=−q+q.
Prove or disprove that there exist p>0 and q>0 such that these three events are independent.