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}