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Probability

Attributes:

P(  \varnothing)  = 0

0 \leq P(A) \leq 1

Complement: P(\overline{A}) = 1 - P(A)

Union:

For two events, A and B, P (A \cup B) = P(A) + P(B) - P(A \cap B)

For three events A, B, C

P(A \cup B \cup C) = P(A) + P(B) + P(C) - P(A \cap B) - P(A \cap C) - P(B \cap C) + P(A \cap B \cap C)

If A and B are mutually exclusive, then P(A \cup B) = P(A) + P(B)

Particial Theorem

If B_1, B_2, ..., B_i are partitions of a sample space, Then

P(A) = \sum_{i=1}^m P(A \cap B_i) = \sum_{i=1}^m P(A | B_i) P(B_i)

If just B and \overline{B} are partitions, then

P(A) = P(A \cap B) + P(A \cap \overline{B}) = P(A | B)P(B) + P(A | \overline{B}) P(\overline{B})

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