MathLabs
TheoremProved

The addition rule (inclusion–exclusion for two events)

Statement

For any two events A,B⊆ΩA, B \subseteq \Omega in a finite sample space, P(A∪B)=P(A)+P(B)−P(A∩B)P(A \cup B) = P(A) + P(B) - P(A \cap B).

Why is it true?

Simply adding P(A)P(A) and P(B)P(B) counts every outcome lying in both events twice — once inside P(A)P(A) and once inside P(B)P(B) — so the overlap P(A∩B)P(A \cap B) must be removed exactly once to correct the count.

Proof sketch

Step 1 (partition the union into disjoint pieces): split A∪BA \cup B into three pairwise disjoint pieces: A∖BA \setminus B (outcomes only in AA), A∩BA \cap B (outcomes in both), and A∩BA \cap BB∖AB \setminus A (outcomes only in BB). Every outcome of A∪BA \cup B 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 ∣A∪B∣=∣A∖B∣+∣A∩B∣+∣B∖A∣|A \cup B| = |A \setminus B| + |A \cap B| + |B \setminus A|.

Step 3 (express ∣A∣|A| and ∣B∣|B| using the same three pieces): similarly, ∣A∣=∣A∖B∣+∣A∩B∣|A| = |A \setminus B| + |A \cap B| (splitting AA by whether it overlaps BB) and ∣B∣=∣B∖A∣+∣A∩B∣|B| = |B \setminus A| + |A \cap B| (splitting BB the same way). Adding these two equations gives ∣A∣+∣B∣=∣A∖B∣+∣B∖A∣+2∣A∩B∣|A| + |B| = |A \setminus B| + |B \setminus A| + 2|A \cap B|.

Step 4 (combine and divide by ∣Ω∣|\Omega|): comparing Step 2 and Step 3, ∣A∣+∣B∣−∣A∩B∣=∣A∖B∣+∣B∖A∣+∣A∩B∣=∣A∪B∣|A| + |B| - |A \cap B| = |A \setminus B| + |B \setminus A| + |A \cap B| = |A \cup B|. Dividing both sides by ∣Ω∣|\Omega| and applying the classical probability formula P(A)=∣A∣∣Ω∣P(A) = \frac{|A|}{|\Omega|} to each term gives exactly P(A∪B)=P(A)+P(B)−P(A∩B)P(A \cup B) = P(A) + P(B) - P(A \cap B).

Topics that use this theorem

Step-by-step proofs

No step-by-step proof yet for this theorem.

References

  1. Sheldon Ross (2019). A First Course in Probability
  2. Joseph K. Blitzstein, Jessica Hwang (2019). Introduction to Probability