Sum Rule

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Sum Rule may refer to:

Addition Law of Probability

Let $\Pr$ be a probability measure on an event space $\Sigma$.

Let $A, B \in \Sigma$.

Then:

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

That is, the probability of either event occurring equals the sum of their individual probabilities less the probability of them both occurring.

This is known as the addition law of probability.