This article discusses results from interviews with two undergraduate students in an introductory proofs course. The researcher assessed the participants' general proof schemes and built models of the participants' conception of probabilistic independence and mutual exclusivity. The participants were then tasked with asserting a relationship between independence and mutual exclusivity and trying to prove the asserted relationship. The results discuss possible interactions between students' conception of mathematical ideas and their approaches to proof. [For the complete proceedings, see ED584829.]