1- Lauren Faust deviantArt journal entry 2011-12-27
-Where are Applejack's parents?
-To put it bluntly, we just never figured it out. I just liked the feeling of them living with their Granny, but keeping the family dynamic tight and small. To be honest, I would like to simply say that they passed away somehow, but it's just it would have likely been deemed too sad for a kids' show and I don't think it would have ever been approved. There was brief discussion of them being traveling salesponies or explorers, but since we never needed the information in an episode, nothing was ever made official. So it will have to remain a mystery until someone decides to define it.

…so wait. If they don't explicitly say it in the show, you won't believe it. If they DO, it still won't count for you, because 'they're only playing it for the fandom'.
Logic, how does it work?