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Statistics · Ch 5 — Probability

The Addition Theorem of Probability

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The Addition Theorem of Probability

The Addition Theorem answers the question: what is the probability that AT LEAST ONE of two events occurs, i.e. P(A∪B)P(A\cup B)?

General Addition Theorem (for any two events)

P(A∪B)=P(A)+P(B)−P(A∩B)P(A\cup B)=P(A)+P(B)-P(A\cap B)

The term P(A∩B)P(A\cap B) is subtracted because, if AA and BB overlap, simply adding P(A)+P(B)P(A)+P(B) counts every outcome common to both events TWICE.

Special case — mutually exclusive events

If AA and BB cannot occur together, A∩B=∅A\cap B=\varnothing, so P(A∩B)=0P(A\cap B)=0, and the formula reduces to the simpler:

P(A∪B)=P(A)+P(B)P(A\cup B)=P(A)+P(B)

For three events, the general formula extends to:

P(A∪B∪C)=P(A)+P(B)+P(C)−P(A∩B)−P(B∩C)−P(A∩C)+P(A∩B∩C)P(A\cup B\cup C)=P(A)+P(B)+P(C)-P(A\cap B)-P(B\cap C)-P(A\cap C)+P(A\cap B\cap C)

Complement rule (used constantly alongside the addition theorem): since an event AA and its complement A′A' are always mutually exclusive and exhaustive,

P(A)+P(A′)=1⇒P(A′)=1−P(A)P(A)+P(A')=1 \quad\Rightarrow\quad P(A')=1-P(A) …

Definition 1Addition Theorem and the Complement Rule

General: P(A∪B)=P(A)+P(B)−P(A∩B)P(A\cup B)=P(A)+P(B)-P(A\cap B); mutually exclusive case: P(A∪B)=P(A)+P(B)P(A\cup B)=P(A)+P(B); complemen …