The addition rule (inclusion–exclusion for two events)
Statement
For any two events in a finite sample space, .
Why is it true?
Simply adding and counts every outcome lying in both events twice — once inside and once inside — so the overlap must be removed exactly once to correct the count.
Proof sketch
Step 1 (partition the union into disjoint pieces): split into three pairwise disjoint pieces: (outcomes only in ), (outcomes in both), and (outcomes only in ). Every outcome of falls into exactly one of these three pieces.
Step 2 (count the union by the addition rule for disjoint sets): since the three pieces are pairwise disjoint, the number of outcomes satisfies .
Step 3 (express and using the same three pieces): similarly, (splitting by whether it overlaps ) and (splitting the same way). Adding these two equations gives .
Step 4 (combine and divide by ): comparing Step 2 and Step 3, . Dividing both sides by and applying the classical probability formula to each term gives exactly .
Topics that use this theorem
Step-by-step proofs
No step-by-step proof yet for this theorem.
References
- Sheldon Ross (2019). A First Course in Probability
- Joseph K. Blitzstein, Jessica Hwang (2019). Introduction to Probability