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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 AΩ, i.e.  A=i=1mAi and AiAj= for all ij, then directly from Axiom 3:

𝖯(A)=i=1m𝖯(Ai).

Addition Law: For any events A and B then

𝖯(AB)=𝖯(A)+𝖯(B)-𝖯(AB).