Theorem1:

If ɸ is the Null event, then P(ɸ)=0

Proof: For any event A, A=AUɸ, where A and ɸ are mutually exclusive.
P(A)=P(AU ɸ)=P(A)+P(ɸ)
 P(A)=P(A)+P(ɸ)
 P(ɸ)=0

Theorem2:
̅ is the complementary event of A, then P(A) = 1 − P(A
If A ̅)
Proof:
̅ being disjoint events then
If S is the Sample Space, with A and A
S = AUA ̅
P(S) = P(AUA ̅)  1=P(A)+P(A̅)
Or P(A)= 1-P(A) ̅

̅∩B)=P(B)-P(A∩B)
Cor: If A & B are any two events, then P(A
Proof:

A∩B S

A B

̅∩B
A

̅∩B and A∩B are disjoint events, we can write

Since A
B=(A∩B)U(A ̅∩B)
P(B)=P(A∩B)+P(A̅∩B)
Or P(A̅∩B)=P(B)-P(A∩B)

1
Theorem 3: (Addition Theorem)
If A and B are any 2 events, then P(AUB)=P(A)+P(B)-P(A∩B)
Proof:

S
A∩B

A B

̅
A∩B ̅∩B
A
We can write
AUB=AU(B∩A ̅)
P(AUB)=P(A)+P(B∩A ̅) 1
B=(A∩B)U(B∩A) ̅
P(B)=P(A∩B)+P(B∩A ̅) 2
Subtracting 2 from 1 , we get
P(AUB)- P(B)=P(A)-P(A∩B)  P(AUB)=P(A)+P(B)-P(A∩B)

Aliter:
Let AUB=AU(B∩A ̅)
P(AUB)=P(A)+P(B∩A ̅)
Add and Subtract P(A∩B), we get
P(AUB)=P(A)+(P(B∩A ̅)+P(A∩B))-P(A∩B)
 P(AUB)=P(A)+P(B)-P(A∩B)

Theorem 4:
For any three events A, B and C, prove that
P(AUBUC)=P(A)+P(B)+P(C)-P(A∩C)-P(A∩B)-P(B∩C)+P(A∩B∩C)

Prove it !

Theorem 5:
If A  B then P(A)≤P(B)

Prove it !

2
Results:

1) Show that the probability (that exactly one of the events A or B occurs) is given by
P(A)+P(B)-2P(A∩B)
Proof:

S
A∩B

A B

̅
A∩B ̅∩B
A

For any two events A & B,

Probability (that exactly one of the events A or B occurs) = P((A∩B̅)U(B∩A̅)]
Since A∩B ̅ and B∩A ̅ are mutually exclusive, we have
P((A∩B̅)U(B∩A ̅)]=P(A)+P(B)-2P(A∩B)
 P((A∩B ̅)U(B∩A ̅)]= P(A∩B ̅)+P(B∩A ̅) --------------(a)
̅ and
̅ and B∩A
But A∩B is disjoint with both these sets and the union of the events A∩B
A∩B is nothing but AUB.

Add & Subtract P(A∩B) in (a) above, we get,

̅)U (B∩A
P[(A∩B ̅)]= P(A∩B̅)+P(B∩A ̅)+ P(A∩B)- P(A∩B)
̅)+P(B∩A
= [P(A∩B ̅)+ P(A∩B)]- P(A∩B)
= P(AUB)-P(A∩B)
= P(A)+P(B)-P(A∩B)-P(A∩B)
⸫ The required probability = P(A)+P(B)-2P(A∩B)

2) For any two events A & B, P(A∩B)≤P(A)≤P(AUB)≤P(A)+P(B)

Prove it !