ThmDex – An index of mathematical definitions, results, and conjectures.
Inclusion-exclusion principle for probability of binary union
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) - \mathbb{P}(E \cap F) \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 $P$