Math 2.0

statement proposition

Addition rule for two events

Statement

Let (Ω,F,P)(\Omega, \mathcal{F}, P) be a probability space and let A,B∈FA, B \in \mathcal{F} be events. Then P(A∪B)+P(A∩B)=P(A)+P(B).P(A \cup B) + P(A \cap B) = P(A) + P(B). Equivalently, P(A∪B)=P(A)+P(B)−P(A∩B)P(A \cup B) = P(A) + P(B) - P(A \cap B).

Remarks

If AA and BB are mutually exclusive, then P(A∩B)=0P(A \cap B) = 0 and P(A∪B)=P(A)+P(B)P(A \cup B) = P(A) + P(B). The rule is the probabilistic form of inclusion–exclusion for two sets. The inclusion–exclusion principle gives the version for nn events. A consequence is P(A∪B)≤P(A)+P(B)P(A \cup B) \le P(A) + P(B), the case n=2n = 2 of Boole's inequality.

Explanations

L1 human

When you add P(A)P(A) and P(B)P(B), you count the outcomes in both events twice, so you subtract P(A∩B)P(A \cap B) once. For one card from a deck, P(heart or king)=13/52+4/52−1/52=16/52P(\text{heart or king}) = 13/52 + 4/52 - 1/52 = 16/52.

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Sources

  1. Web https://en.wikipedia.org/wiki/Probability_axioms, Elementary consequences