Q. Statement I Two events and are called mutually exclusive events, if the occurrence of any one of them excludes the occurrence of the other event.
Statement II In the above statement, if they can not occur simultaneously, then the events and are not mutually exclusive.

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Solution:

In the experiment of rolling a die, a sample space is
Consider events 'an odd number appears' and 'an even number appears'.
Clearly, the event excludes the event and vice-versa. In other words, there is no outcome which ensures the occurrence of events and simultaneously. Here,
and
Clearly, , i.e., and are disjoint sets.
In general, two events and are called mutually exclusive events, if the occurrence of anyone of them excludes the occurrence of the other event, i.e., they cannot occur simultaneously. In this case, the sets and are disjoint.
Again, in the experiment of rolling a die, consider the events A 'an odd number appears' and event 'a number less than 4 appears'.
Obviously, and
Now, as well as
Therefore, and are not mutually exclusive events.
Remark Simple events of a sample space are always mutually exclusive.