Additional & Product Rules of Probability

Additional Rules of Probability

Given that there are two events, C & D. The probability of the union of the two events under different circumstance are shown below.

Two events are mutually exclusive, P(C U D) = P(C) + P(D)
Two events are not mutually exclusive, P(C U D) = P(C) + P(D) – P(C n D)

Product rule of probability

The joint probability for the two events C and D are defined as follow.

Two events are independent, P(C n D) = P(C) x P(D)
Two events are dependent, P(C n D) = P(C) x P(C|D)

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