The Use of Counter Examples in Learning Probability and Statistics

  1. For random events we consider the notions of a mutual independence and pairwise independence.
  2. Question: Are there sets of random events which are pairwise independent but not mutually independent?

  3. Suppose A, B, C are random events satisfying the relation:
  4. P(ABC)=P(A)P(B)P(C).

    Question: Does it follow that A, B, C are pairwise independent?