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1.2 Laws of Probability

An immediate consequence of the axioms of probability are the following results:

Partition Law: If {A1,…,Am} form a partition of A⊂Ω, i.e.  A=∪i=1mAi and Ai∩Aj=∅ for all i≠j, then directly from Axiom 3:

𝖯⁡(A)=∑i=1m𝖯⁡(Ai).

Addition Law: For any events A and B then

𝖯⁡(A∪B)=𝖯⁡(A)+𝖯⁡(B)-𝖯⁡(A∩B).