Roman C. answered 03/06/16
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P(a ∩ b) = P(a) + P(b) - P(a ∪ B) = 0.3 + 0.4 - 0.7 = 0.
So if the sample space is discrete, these two events are mutually exclusive.
Here, the "discrete" sample space is important, since here is a counterexample with a continuous sample space:
Let X ∼ N(0,1) be a standard normal random variable and define the two events as follows:
a: X ≤ 0
b: X ≥ 0
Then a ∩ b is not empty, since it is the event that X = 0.
However, P(a ∩ b) = P(X = 0) = 0.