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Let $(S,P)$ be a (finite) probability space. We associate to $(S,P)$ a quantity $n(S,P)$ as follows:

The probability of two randomly chosen events $A,B\subset S$ being independent is denoted by $n(S,P)$.

Is there a terminology for this quantity? Is it equivalent to some other well known terminology in probability theory? Can one generalize this concept to infinite sample spaces? (And a possible generalization to arbitrary measure spaces?)

What is this quantity for the sample space associated to the experiment of rolling two different colored dice (the standard probability space this experiment generates)?

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    $\begingroup$ What is a "randomly chosen event"? $\endgroup$
    – R W
    Commented Oct 11, 2021 at 19:42
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    $\begingroup$ @RW: I guess since $S$ is finite, events are just arbitrary subsets, and we can use the uniform distribution on these. $\endgroup$ Commented Oct 11, 2021 at 20:00
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    $\begingroup$ (Though even then technically you should specify if we choose $A$ and $B$ with or without "replacement," i.e., whether we allow $A=B$.) $\endgroup$ Commented Oct 11, 2021 at 20:16
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    $\begingroup$ @Sam Hopkins - One way or another one has to define a certain probability measure on the space of (pairs of) subsets of $S$, and I am wondering what was meant by the OP. $\endgroup$
    – R W
    Commented Oct 11, 2021 at 20:30
  • $\begingroup$ @RW the counting measure on $P(S)\times P(S)$ meant in the initial formulation of my question. But after your very relevant comment I think some other measure can be introduce on this product space. For example the measure of S goves a measure on P(S). Then we may consider the product measure. $\endgroup$ Commented Oct 17, 2021 at 20:41

1 Answer 1

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The probability -- say $p$ -- for the experiment of rolling two different colored dice is $$\frac{162601421574468954588}{2^{2\times36}}\approx0.0344322.$$

Here it is assumed that the random sets $A$ and $B$ are selected independently and uniformly at random (from the power set of the set $[6]^2=\{1,\dots,6\}\times\{1,\dots,6\}$), so that $P(A=a,B=b)=1/2^{2\times36}$ for all $a\subseteq[6]^2$ and $b\subseteq[6]^2$.

So, $p$ is the probability that the random sets $A$ and $B$ are independent. That is, $p$ is the probability that $\dfrac{|A|}{36}\dfrac {|B|}{36}=\dfrac{|A\cap B|}{36}$, where $|\cdot|$ denotes the cardinality.


Indeed, for the set $[36]_0:=\{0,\dots,36\}$, let $T$ denote the set of all triples $(m,n,k)\in[36]_0^3$ such that $\dfrac m{36}\dfrac n{36}=\dfrac k{36}$ or, equivalently, $mn=36k$.

Let $I$ denote the set of all pairs $(a,b)$ of subsets of the set $[36]_0$ such that $a$ and $b$ are independent. Then $$(a,b)\in I \iff (|a|,|b|,|a\cap b|)\in T.$$

For any given $(m,n,k)\in T$, $$N_{m,n,k}:=\big|\{(a,b)\in I\colon (|a|,|b|,|a\cap b|)=(m,n,k)\}\big|=\binom{36}m\binom mk \binom{36-m}{n-k} =\frac{36!}{k!(m-k)!(n-k)!(36-m-n+k)!}.$$

So, the probability that the random sets $A$ and $B$ are independent is $$p=\frac1{2^{2\times36}}\sum_{(m,n,k)\in T}N_{m,n,k} =\frac{162601421574468954588}{2^{2\times36}},$$ as claimed.


Here are details of the calculations, with Mathematica:

enter image description here


The value $p\approx0.034$ agrees with simulation:

enter image description here

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    $\begingroup$ Per @SamHopkins's comment, to be explicit, you are choosing $A$ and $B$ with replacement, right? $\endgroup$
    – LSpice
    Commented Oct 12, 2021 at 3:23
  • $\begingroup$ @LSpice : If $A$ and $B$ are chosen without replacement, they cannot be independent, which would go against the OP assumption of "$A,B\subset S$ being independent". I have further detailed the definition of $A$ and $B$. $\endgroup$ Commented Oct 12, 2021 at 13:18
  • $\begingroup$ Thank you very much for your answer. $\endgroup$ Commented Oct 13, 2021 at 10:30
  • $\begingroup$ @LSpice Yes I mean with replacement. $\endgroup$ Commented Oct 13, 2021 at 10:30

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