In: Statistics and Probability
Show that, for any events E and F, P(E ∪ F) = P(E) + P(F) − P(E ∩ F). Only use the probability axioms and indicate which axiom you use where
Solution :
This is the additional law of probability theorem .
P(E ∪ F) = P(E) + P(F) − P(E ∩ F).
Let E and F be the two events on sample space .
E U F can be expressed as the union of two disjoint events E and E' F
Therefore,
E U F = E U (E' F)
P(E U F) = P(E U (E' F)) = P(E) + P(E' F) ....................(1)
The event F can be expressed as a union of two disjoint events (E F ) and (E' F).
B = (E F) U (E' F)
P(B) = P(E F) U P(E' F)
We know that,
P(E' F) = P(F) - P(E F) ....................(2)
Plug the value of expression (2) in expression (1) we get,
P(E ∪ F) = P(E) + P(F) − P(E ∩ F)..