Past exam of the probability, statistics and options I course of the University of Oxford / 2010 / E / 2 / b / iii

Take distinct classes $p(x)\ne p(y)$. The failure of $x\mathcal{R}y$ supplies a Hausdorff space $Y$ and a continuous map $g:X\to Y$ with $g(x)\ne g(y)$. Choose disjoint open neighborhoods $V,W$ of these two images. Their inverse images $A=g^{-1}(V)$ and $B=g^{-1}(W)$ are disjoint open subsets of $X$, and part (ii) says both are saturated.

The quotient topology therefore makes $p(A)$ and $p(B)$ open, since their inverse images are precisely $A,B$. They are disjoint as well: an equivalence class meeting both would, by saturation, be contained in both. They contain $p(x)$ and $p(y)$ respectively. Thus $X/\mathcal{R}$ is Hausdorff. This construction is the Hausdorff reflection by continuous maps.