ThmDex – An index of mathematical definitions, results, and conjectures.
Probability of binary union with almost sure event
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 $P$
(ii) \begin{equation} \mathbb{P}(E) = 1 \end{equation}
Then \begin{equation} \mathbb{P}(E \cup F) = 1 \end{equation}
Proofs
Proof 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 $P$
(ii) \begin{equation} \mathbb{P}(E) = 1 \end{equation}
This result is a particular case of R4328: Probability of finite union with an almost sure event. $\square$