Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) | $E, F_1, \ldots, F_N \in \mathcal{F}$ are each an D1716: Event in $P$ |
(ii) | $F_1, \ldots, F_N$ is a D5143: Set partition of $\Omega$ |
Then
\begin{equation}
\mathbb{P}(E)
= \sum_{n = 1}^N \mathbb{P}(E \cap F_n)
\end{equation}