# Addition Law of Probability/Proof 1

Jump to navigation
Jump to search

## Theorem

- $\map \Pr {A \cup B} = \map \Pr A + \map \Pr B - \map \Pr {A \cap B}$

## Proof

By definition, a probability measure is a measure.

Hence, again by definition, it is a countably additive function.

By Measure is Finitely Additive Function, we have that $\Pr$ is an additive function.

So Additive Function is Strongly Additive can be applied directly.

$\blacksquare$