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The Complete Idiot's Guide to Statistics, 2nd Edition by Robert Donnelly

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Mutually Exclusive Events

Two events are considered to be mutually exclusive if they cannot occur at the same time during the experiment. For example, suppose my experiment is to roll a single die and my events of interest are as follows:
◆ Event A: Roll a 1.
◆ Event B: Roll a 2.
def•i•ni•tion
Two events are considered to be mutually exclusive if they cannot occur at the same time during the experiment.
Because there is no way for both of these events to occur simultaneously, they are considered to be mutually exclusive.
 
Events that can occur at the same time are, you guessed it, not mutually exclusive. In our tennis example, Events A and B are not mutually exclusive because (a) Debbie can win the match and (b) the warm-up ...

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