ThmDex – An index of mathematical definitions, results, and conjectures.
P3861
From result R5715: Probability of union event equals probability of event plus probability of difference, we have \begin{equation} \mathbb{P}(E \cup F) = \mathbb{P}(F) + \mathbb{P}(E \setminus F) \end{equation} From result R5714: Probability of event equals probability of intersection plus probability of difference, we have \begin{equation} \mathbb{P}(E \setminus F) = \mathbb{P}(E) - \mathbb{P}(E \cap F) \end{equation} Combining these, we can write \begin{equation} \begin{split} \mathbb{P}(E \cup F) = \mathbb{P}(F) + \mathbb{P}(E \setminus F) = \mathbb{P}(F) + \mathbb{P}(E) - \mathbb{P}(E \cap F) \end{split} \end{equation} $\square$