If sets and are Independent, then so are
and , where is the complement of (i.e., the set of
all possible outcomes not contained in ). Let denote ``or'' and
denote ``and.'' Then

(1) | |||

(2) |

where is an abbreviation for . But and are independent, so

(3) |

(4) |

(5) |

(6) |

© 1996-9

1999-05-26