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I came across with this exercise in Raymond Murphy's English Grammar in Use:

Sheila couldn't come to the party, ____ was a pity.

The correct answer is which, but I would have said that it was equally valid.

It seems to me that Sheila couldn't come to the party. It was a pity. and Sheila couldn't come to the party; it was a pity. would be correct.

But why is Sheila couldn't come to the party, it was a pity. wrong? Does the comma have anything to do?

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    When you create two independent sentences, you separate them with a full stop or a semi-colon. A comma is used within one sentence. You can connect two independent sentences with a conjunction, but not with just a comma. "It was a pity" is an independent sentence. Your versions with a full stop and a semi-colon illustrate that. With a comma, it reads like *"I went home, I had a bath" instead of "I went home. I had a bath." or "I went home and I had a bath."
    – oerkelens
    Sep 2, 2014 at 15:38
  • @oerkelens Would which be used if it were a parentheses instead of a comma?
    – jinawee
    Sep 2, 2014 at 15:55
  • @jinawee you could use parenthesis if the comment about it being a pity was an aside, or a comment off the main track of your thoughts. You could use either "which" or "it" in a parenthetical aside. However using "it" sounds somewhat un-fluent to me (AmE native speaker). If you're going to use "it", turn the sentence around and say "It was a pity Sheila couldn't come to the party." However realize this makes your disappointment the main point of the sentence, rather than a secondary commentary.
    – The Photon
    Sep 2, 2014 at 18:12

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Yes, you nailed it correctly. The comma is what makes the difference. As oerkelens says, It was a pity is an independent sentence and if that is the case, the previous sentence should end before it begins.

This tricky question uses comma and then asks for the word to put. In simple words, the first part of the sentence gives us the gist and the latter is simply adding the emotion or sympathy to it. What we call supplementary relative clause is used here and it is often set off by putting comma and then which. One good way to identify this is removing the latter part of the sentence which was pity. Even after removal, the sentence's meaning is intact and this does not happen in case of integrated relative clauses. That said, removing which part in such examples will make the sentence looking ungrammatical/weird.

OxfordDictionaries gives an example of a restrictive relative clause: The coat that/which Dan had on yesterday was new. Remove which part and it won't look a proper sentence.

So, to answer you in short, the word is which because it introduces supplementary relative clause i.e. additional meaning. The comma before the word confirms it.

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