Mutually exclusive events cannot occur at the same time. The probability of event A or B occurring is calculated as P(A) + P(B). Independent events do not influence each other, so P(A and B) = P(A) × P(B). Dependent events influence each other, so P(A and B) = P(A) × P(B after A). Examples are provided to demonstrate calculating probabilities for mutually exclusive, independent, and dependent events.