Problem 4
Hard Random Events

Determine the random event X from the equation AX = AB

Determine the random event $X$ from the equation $AX = AB$.

Explanation of Method

Split the sample space into two parts: the outcomes inside $A$ and the outcomes outside $A$ (in $\overline{A}$). Any event $X$ splits the same way: $X = XA + X\overline{A}$. The equation $AX=AB$ only speaks about the part of $X$ inside $A$ — it forces this part to be exactly $AB$ — and says nothing about the part outside $A$. So the part inside $A$ is fixed and the part outside $A$ is arbitrary. We then check the answer and show that no other solutions exist.

Step 1: What the equation says

In set notation the equation reads

\[ A\cap X = A\cap B. \]

In words: "$A$ and $X$ occur together" is the same event as "$A$ and $B$ occur together". Informally: whenever $A$ occurs, $X$ occurs exactly when $B$ occurs. What happens when $A$ does not occur is not restricted at all.

Note that $X$ is an unknown event (a set of outcomes), not a number, so we cannot "divide by $A$". For example, $X=B$ is obviously a solution, but in general it is not the only one.

Step 2: Split every event into its part inside $A$ and outside $A$

Every outcome is either in $A$ or in $\overline{A}$, and never in both. So for any event $X$

\[ X = XA + X\overline{A}, \qquad (XA)(X\overline{A}) = \varnothing. \]

The diagram shows the three regions of $\Omega$ that matter:

$\Omega$ $A\overline{B}$ $AB$ $B$ $\overline{A}$
  • $AB$: must belong to $X$
  • $A\overline{B}$: must not belong to $X$
  • $\overline{A}$: free — may or may not belong to $X$
Inside $A$ (blue circle) the event $X$ is completely determined; outside $A$ it can be anything.

Step 3: The general solution

Putting the two parts together: $X$ must contain all of $AB$, nothing from $A\overline{B}$, and an arbitrary piece of $\overline{A}$. An arbitrary piece of $\overline{A}$ can be written as $\overline{A}D$ where $D$ is any event. Therefore

\[ \boxed{X = AB + \overline{A}D, \qquad D \text{ an arbitrary event.}} \]

Step 4: Check that every such $X$ is a solution

Multiply $X = AB + \overline{A}D$ by $A$ and use the distributive law:

\[ AX = A(AB) + A(\overline{A}D) = (AA)B + (A\overline{A})D = AB + \varnothing\cdot D = AB. \]

Here we used $AA = A$ (an event combined with itself does not change) and $A\overline{A} = \varnothing$ (an event and its opposite cannot occur together). ✓

Step 5: Check that there are no other solutions

Let $X$ be any solution, i.e. $AX = AB$. Using Step 2,

\[ X = XA + X\overline{A} = AB + \overline{A}X. \]

This is exactly the form from Step 3 with $D = X$. So every solution has that form. $\blacksquare$

Step 6: The smallest and the largest solution

The largest solution can be simplified. Since $B = AB + \overline{A}B$ and $\overline{A}B \subseteq \overline{A}$,

\[ B + \overline{A} = AB + \overline{A}B + \overline{A} = AB + \overline{A}, \qquad\text{so}\qquad X_{\max} = B + \overline{A}. \]

An equivalent description of all solutions is therefore

\[ AB \subseteq X \subseteq B + \overline{A}. \]

(If $X$ lies between these two events, then $AB\subseteq AX \subseteq A(B+\overline{A}) = AB$, so $AX = AB$.)

Step 7: Example with a die

Roll a die: $\Omega = \{1,2,3,4,5,6\}$. Let $A = \{1,2,3,4\}$ and $B = \{2,4,6\}$. Then

\[ AB = \{2,4\}, \qquad A\overline{B} = \{1,3\}, \qquad \overline{A} = \{5,6\}. \]

So $X$ must contain $2$ and $4$, must not contain $1$ and $3$, and may contain any of $5$, $6$. There are $2^2 = 4$ solutions:

$X$$AX$Solution?
$\{2,4\}$ (smallest)$\{2,4\}$✓
$\{2,4,5\}$$\{2,4\}$✓
$\{2,4,6\} = B$$\{2,4\}$✓
$\{2,4,5,6\} = B+\overline{A}$ (largest)$\{2,4\}$✓
$\{1,2,4\}$$\{1,2,4\}$✗ contains $1\in A\overline{B}$
$\{4,5,6\}$$\{4\}$✗ misses $2\in AB$

Step 8: Special cases


Result

Answer
General solution$X = AB + \overline{A}D$, where $D$ is an arbitrary event
Equivalent form$AB \subseteq X \subseteq B + \overline{A}$
Smallest solution$X_{\min} = AB$
Largest solution$X_{\max} = AB + \overline{A} = B + \overline{A}$
MeaningInside $A$, $X$ coincides with $B$; outside $A$, $X$ can be anything.