Develop a careful proof of Theoram 2.1 which states that for any events A and B, Pr

Question:

Develop a careful proof of Theoram 2.1 which states that for any events A and B,

Pr (A U B) = Pr (A) + Pr (B) – Pr (A ∩ B).

One way to approach this proof is to start by showing that the set can be written as the union of three mutually exclusive sets,


Develop a careful proof of Theoram 2.1 which states that

And hence by Corollary 2.1,

Develop a careful proof of Theoram 2.1 which states that

Next, Show that

Develop a careful proof of Theoram 2.1 which states that

And likewise

Develop a careful proof of Theoram 2.1 which states that

Put these results together to complete the desired proof.

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