Scenario 1-Independence

X X Y
d nd d d
Y d 0.01 0.09 0.1 d nd
nd 0.09 0.81 0.9 nd d
0.1 0.9 nd nd

Scenario 2-Dependence
X X Y
d nd d d
Y d 0.06 0.04 0.1 d nd
nd 0.04 0.86 0.9 nd d
0.1 0.9 nd nd
Xpay Ypay total prob I J
0 0 0 0.01 0 0
0 1 1 0.09 1 0
1 0 1 0.09 1 0
1 1 2 0.81 1 1

Prob(I pays anything at all) 0.09+0.09+0.81=0.99

Hence Prob(I pays nothing)=1-0.99=0.01

Prob(J pays anything at all) 0.81

Hence(prob J pays nothing)=1-0.81=0.19

Xpay Ypay total prob I J

0 0 0 0.06 0 0
0 1 1 0.04 1 0
1 0 1 0.04 1 0
1 1 2 0.86 1 1

Prob(I pays anything at all) 0.04+0.04+0.86=0.94

Hence Prob(I pays nothing)=1-0.94=0.06

Prob(J pays anything at all) 0.86

Hence(prob J pays nothing)=1-0.86=0.14