ThmDex – An index of mathematical definitions, results, and conjectures.
Result R5715 on D1159: Probability space
Probability of union event equals probability of event plus probability of difference
Formulation 0
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $E, F \in \mathcal{F}$ are each an D1716: Event in $P$
Then \begin{equation} \mathbb{P}(E \cup F) = \mathbb{P}(E) + \mathbb{P}(F \setminus E) \end{equation}