ThmDex – An index of mathematical definitions, results, and conjectures.
Finite disjoint additivity of probability measure
Formulation 0
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $E_1, \ldots, E_N \in \mathcal{F}$ are each an D1716: Event in $P$
(ii) $E_1, \ldots, E_N$ is a D1681: Disjoint set collection
Then \begin{equation} \mathbb{P} \left( \bigcup_{n = 1}^N E_n \right) = \sum_{n = 1}^N \mathbb{P}(E_n) \end{equation}
Proofs
Proof 0
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $E_1, \ldots, E_N \in \mathcal{F}$ are each an D1716: Event in $P$
(ii) $E_1, \ldots, E_N$ is a D1681: Disjoint set collection
This result is a particular case of R976: Finite disjoint additivity of unsigned basic measure. $\square$