Topics: Probability Measure - Probability
(theorem)
Let be the probability measure of an event . This probability measure has the following properties:
- If , then
- The probability measure is monotonic. That is:
Finite Additivity
(theorem)
Let , where (; disjoint). Then:
Finite Subadditivity
(theorem)
Let not necessarily disjoint. Then:
This property is also known as Boole’s inequality.
Inclusion-Exclusion Rule
(theorem)
Let not necessarily disjoint. Then:
Few events
Given only two events:
Given only three events: