Independence

Two events $A$ and $B$ are considered to be independent if the Conditional Probability of $A$ happening does not effect the Probability of $B$ happening.

I.e. $A$ and $B$ are independent if the following is true: $P(A|B)=P(A)$ or: $P(A\cap B)=P(A)P(B)$

If an event is Mutually Exclusive it must be dependent as for one to happen the other must not.