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Module 6/Probability Spaces & Rules

The Rules of Probability: Complement, Addition & Inclusion–Exclusion

Once the axioms are in place, almost every probability computation runs on a short list of rules, and this lesson assembles them. The complement rule P(Ac)=1−P(A)\mathbb{P}(A^c)=1-\mathbb{P}(A) turns a hard event into an easy one \u2014 the engine behind the complement trick P(at least one)=1−P(none)\mathbb{P}(\text{at least one})=1-\mathbb{P}(\text{none}), used in Example 10.4 to find the chance a value repeats when a fair die is rolled four times. For mutually exclusive (disjoint) events the Disjoint Sum Rule adds probabilities outright; when events overlap, the addition rule (the General Sum Rule) corrects for the double-counted intersection, P(A∪B)=P(A)+P(B)−P(A∩B)\mathbb{P}(A\cup B)=\mathbb{P}(A)+\mathbb{P}(B)-\mathbb{P}(A\cap B). Remark 10.3 rearranges this to recover P(A∩B)\mathbb{P}(A\cap B) and extends it to the inclusion\u2013exclusion principle for three events, which (for two) we apply in Example 10.5.

Before you start — give these a try

Attempting first primes your brain for the lesson — even if you miss. Nothing is graded or saved; it's just a warm-up.

Which formula is the addition rule (inclusion\u2013exclusion) for the union of two events AA and BB?

For events with P(A)=0.6\mathbb{P}(A)=0.6, P(B)=0.45\mathbb{P}(B)=0.45 and P(A∩B)=0.25\mathbb{P}(A\cap B)=0.25, find P(A∪B)\mathbb{P}(A\cup B).

What you’ll be able to do

  • Apply the complement rule P(A)+P(Ac)=1\mathbb{P}(A)+\mathbb{P}(A^c)=1, and recognise when computing P(Ac)\mathbb{P}(A^c) is easier than attacking P(A)\mathbb{P}(A) directly.
  • Use the complement trick P(at least one)=1−P(none)\mathbb{P}(\text{at least one})=1-\mathbb{P}(\text{none}) to solve repetition problems, reproducing Example 10.4 (a fair die rolled four times gives P=1318\mathbb{P}=\tfrac{13}{18}).
  • State what it means for events to be mutually exclusive (disjoint, A∩B=∅A\cap B=\varnothing) and apply the Disjoint Sum Rule P(A∪B)=P(A)+P(B)\mathbb{P}(A\cup B)=\mathbb{P}(A)+\mathbb{P}(B) only where it is valid.
  • Use the addition rule / General Sum Rule P(A∪B)=P(A)+P(B)−P(A∩B)\mathbb{P}(A\cup B)=\mathbb{P}(A)+\mathbb{P}(B)-\mathbb{P}(A\cap B) and the Remark 10.3 rearrangement P(A∩B)=P(A)+P(B)−P(A∪B)\mathbb{P}(A\cap B)=\mathbb{P}(A)+\mathbb{P}(B)-\mathbb{P}(A\cup B).
  • Apply the inclusion\u2013exclusion principle for three events (Remark 10.3) and check it against the two-event computation in Example 10.5.

In your course

· MATH2015 · Linear Algebra & Probability
§10.2 Using the Rules of Probability
  • Proposition 10.1Probability by counting
    If Ω\Omega is finite with equally likely outcomes, then P(A)=#A#Ω\mathbb{P}(A)=\dfrac{\#A}{\#\Omega} for any event A⊆ΩA\subseteq\Omega.
  • Disjoint Sum RuleAdditivity for pairwise disjoint events (axiom 3)
    If A1,A2,…A_1,A_2,\dots are pairwise disjoint with union AA, then P(A)=∑iP(Ai)\mathbb{P}(A)=\sum_i\mathbb{P}(A_i).
  • Example 10.3Exactly one red or one yellow, via disjoint cases
    Two balls from 3030R/2020G/1010Y: P=600+200+3001770=110177\mathbb{P}=\dfrac{600+200+300}{1770}=\dfrac{110}{177}.
  • Complement RuleComplement rule
    P(A)+P(Ac)=1\mathbb{P}(A)+\mathbb{P}(A^c)=1, i.e. P(Ac)=1−P(A)\mathbb{P}(A^c)=1-\mathbb{P}(A).
  • Example 10.4A fair die rolled four times (complement method)
    P(some value repeats)=1−6⋅5⋅4⋅364=1−518=1318\mathbb{P}(\text{some value repeats})=1-\dfrac{6\cdot5\cdot4\cdot3}{6^4}=1-\dfrac{5}{18}=\dfrac{13}{18}.
  • Law of Total ProbabilityDecomposition of an event along AA and AcA^c
    P(B)=P(A∩B)+P(Ac∩B)\mathbb{P}(B)=\mathbb{P}(A\cap B)+\mathbb{P}(A^c\cap B).
  • Monotonicity RuleMonotonicity of probability
    If A⊆BA\subseteq B then P(A)≤P(B)\mathbb{P}(A)\le\mathbb{P}(B).
  • General Sum RuleInclusion–exclusion (addition rule) for two events
    P(A∪B)=P(A)+P(B)−P(A∩B)\mathbb{P}(A\cup B)=\mathbb{P}(A)+\mathbb{P}(B)-\mathbb{P}(A\cap B).
  • Remark 10.3Intersection rearrangement and three-event inclusion–exclusion
    P(A∩B)=P(A)+P(B)−P(A∪B)\mathbb{P}(A\cap B)=\mathbb{P}(A)+\mathbb{P}(B)-\mathbb{P}(A\cup B); and P(A∪B∪C)=P(A)+P(B)+P(C)−P(A∩B)−P(A∩C)−P(B∩C)+P(A∩B∩C)\mathbb{P}(A\cup B\cup C)=\mathbb{P}(A)+\mathbb{P}(B)+\mathbb{P}(C)-\mathbb{P}(A\cap B)-\mathbb{P}(A\cap C)-\mathbb{P}(B\cap C)+\mathbb{P}(A\cap B\cap C).
  • Example 10.5Revisiting Example 10.3 via inclusion–exclusion
    With A={A=\{exactly one red}\}, B={B=\{exactly one yellow}\}: P(A∪B)=900+500−3001770=110177\mathbb{P}(A\cup B)=\dfrac{900+500-300}{1770}=\dfrac{110}{177}.
In \u00a710.2 the complement, Disjoint Sum, General Sum (addition), Law of Total Probability and Monotonicity rules appear as named but unnumbered rules; Proposition 10.1, Remark 10.3 and Examples 10.3\u201310.5 are numbered in the course notes. All probabilities here are computed exactly (fair-die counts and (602)\binom{60}{2} sampling) and rounded to 3 decimals.
1

The complement rule and the complement trick

Every event AA and its complement AcA^c are disjoint and together fill the whole sample space Ω\Omega, so additivity gives the complement rule P(A)+P(Ac)=1,equivalentlyP(Ac)=1−P(A).\mathbb{P}(A)+\mathbb{P}(A^c)=1,\qquad\text{equivalently}\qquad \mathbb{P}(A^c)=1-\mathbb{P}(A). Its value is tactical: whenever AA is awkward to count but its complement is simple, compute P(Ac)\mathbb{P}(A^c) and subtract. The headline case is the complement trick for 'at least one' events, P(at least one)=1−P(none),\mathbb{P}(\text{at least one})=1-\mathbb{P}(\text{none}), since 'none' is usually one clean scenario while 'at least one' hides many. Example 10.4 is the template: a fair die is rolled four times and we want P(some value appears more than once)\mathbb{P}(\text{some value appears more than once}). Counting the ways a repeat happens (a value twice, thrice, four times, or two values twice each) invites overcounting; instead the complement 'all four rolls different' is a single ordered selection. There are 6⋅5⋅4⋅3=3606\cdot5\cdot4\cdot3=360 ways to get four distinct values out of #Ω=64=1296\#\Omega=6^4=1296 equally likely outcomes, so P(Ac)=3601296=518\mathbb{P}(A^c)=\tfrac{360}{1296}=\tfrac{5}{18} and P(A)=1−518=1318\mathbb{P}(A)=1-\tfrac{5}{18}=\tfrac{13}{18}.

2

Mutually exclusive events and the Disjoint Sum Rule

Two events are mutually exclusive (or disjoint) when they cannot both occur, i.e. A∩B=∅A\cap B=\varnothing. Probability axiom 3 (additivity) says that for pairwise disjoint events A1,A2,A3,…A_1,A_2,A_3,\dots with union AA, P(A)=P(A1)+P(A2)+P(A3)+⋯(Disjoint Sum Rule).\mathbb{P}(A)=\mathbb{P}(A_1)+\mathbb{P}(A_2)+\mathbb{P}(A_3)+\cdots\qquad(\textbf{Disjoint Sum Rule}). This is how a complicated event is tamed: break it into simpler, non-overlapping pieces and add. Example 10.3 does exactly this \u2014 drawing two balls from an urn of 3030 red, 2020 green and 1010 yellow, the event 'exactly one red or exactly one yellow' splits into three disjoint cases (red+green, yellow+green, red+yellow) whose counts 600+200+300=1100600+200+300=1100, out of (602)=1770\binom{60}{2}=1770, give 11001770=110177\tfrac{1100}{1770}=\tfrac{110}{177}. A warning that motivates the rest of the lesson: the clean identity P(A∪B)=P(A)+P(B)\mathbb{P}(A\cup B)=\mathbb{P}(A)+\mathbb{P}(B) holds only for disjoint events. The moment AA and BB can occur together, adding P(A)\mathbb{P}(A) and P(B)\mathbb{P}(B) counts the overlap twice and overshoots.

3

The addition rule: inclusion\u2013exclusion for two events

When AA and BB overlap, the General Sum Rule repairs the double-count by subtracting the intersection once: P(A∪B)=P(A)+P(B)−P(A∩B)(addition rule).\mathbb{P}(A\cup B)=\mathbb{P}(A)+\mathbb{P}(B)-\mathbb{P}(A\cap B)\qquad(\textbf{addition rule}). The reason is a disjoint decomposition read off a Venn diagram: A∪BA\cup B is the disjoint union of A∩BcA\cap B^c, A∩BA\cap B, and Ac∩BA^c\cap B, so P(A∪B)=P(ABc)+P(AB)+P(AcB)\mathbb{P}(A\cup B)=\mathbb{P}(AB^c)+\mathbb{P}(AB)+\mathbb{P}(A^cB). Since P(A)=P(ABc)+P(AB)\mathbb{P}(A)=\mathbb{P}(AB^c)+\mathbb{P}(AB) and P(B)=P(AcB)+P(AB)\mathbb{P}(B)=\mathbb{P}(A^cB)+\mathbb{P}(AB), the sum P(A)+P(B)\mathbb{P}(A)+\mathbb{P}(B) includes P(AB)\mathbb{P}(AB) twice \u2014 hence the single subtraction. When A∩B=∅A\cap B=\varnothing the correction term is 00 and we recover the Disjoint Sum Rule, so the addition rule is the genuinely general statement. The same decomposition underlies the Law of Total Probability P(B)=P(A∩B)+P(Ac∩B)\mathbb{P}(B)=\mathbb{P}(A\cap B)+\mathbb{P}(A^c\cap B), which splits any event BB along AA and AcA^c, and the Monotonicity Rule: if A⊆BA\subseteq B then P(A)≤P(B)\mathbb{P}(A)\le\mathbb{P}(B).

4

Recovering the intersection, and inclusion\u2013exclusion for three events (Remark 10.3)

Remark 10.3 draws two consequences. First, rearranging the addition rule expresses the intersection through the other three quantities: P(A∩B)=P(A)+P(B)−P(A∪B).\mathbb{P}(A\cap B)=\mathbb{P}(A)+\mathbb{P}(B)-\mathbb{P}(A\cup B). This is often the only route to P(A∩B)\mathbb{P}(A\cap B) when the union is what you are given. Second, the principle extends to any finite number of events by inclusion\u2013exclusion: add the singles, subtract the pairwise intersections, add back the triple. For three events, P(A∪B∪C)=P(A)+P(B)+P(C)−P(A∩B)−P(A∩C)−P(B∩C)+P(A∩B∩C).\mathbb{P}(A\cup B\cup C)=\mathbb{P}(A)+\mathbb{P}(B)+\mathbb{P}(C)-\mathbb{P}(A\cap B)-\mathbb{P}(A\cap C)-\mathbb{P}(B\cap C)+\mathbb{P}(A\cap B\cap C). The alternating signs correct the overcount region by region: the triple overlap is added three times by the singles and removed three times by the pairs, so the final +P(A∩B∩C)+\mathbb{P}(A\cap B\cap C) restores it exactly once. Example 10.5 revisits the urn of Example 10.3 with A={exactly one red}A=\{\text{exactly one red}\} and B={exactly one yellow}B=\{\text{exactly one yellow}\}, so A∩B={one red and one yellow}A\cap B=\{\text{one red and one yellow}\}, and P(A∪B)=9001770+5001770−3001770=11001770=110177\mathbb{P}(A\cup B)=\tfrac{900}{1770}+\tfrac{500}{1770}-\tfrac{300}{1770}=\tfrac{1100}{1770}=\tfrac{110}{177} \u2014 the same answer the disjoint method gave, now via inclusion\u2013exclusion.

Complement Rule

For any event AA, P(A)+P(Ac)=1\mathbb{P}(A)+\mathbb{P}(A^c)=1; equivalently P(Ac)=1−P(A)\mathbb{P}(A^c)=1-\mathbb{P}(A).

Intuition. AA and AcA^c are disjoint with union Ω\Omega, so additivity gives P(A)+P(Ac)=P(Ω)=1\mathbb{P}(A)+\mathbb{P}(A^c)=\mathbb{P}(\Omega)=1. The practical reading is the complement trick: for an 'at least one' event, computing P(none)\mathbb{P}(\text{none}) and subtracting from 11 is almost always easier, as in Example 10.4 where P=1−518=1318\mathbb{P}=1-\tfrac{5}{18}=\tfrac{13}{18}.
Disjoint Sum Rule (Additivity, axiom 3)

If A1,A2,A3,…A_1,A_2,A_3,\dots are pairwise disjoint events with union AA, then P(A)=P(A1)+P(A2)+P(A3)+⋯\mathbb{P}(A)=\mathbb{P}(A_1)+\mathbb{P}(A_2)+\mathbb{P}(A_3)+\cdots. In particular, for two mutually exclusive events P(A∪B)=P(A)+P(B)\mathbb{P}(A\cup B)=\mathbb{P}(A)+\mathbb{P}(B).

Intuition. Disjoint events share no outcomes, so counting the union simply adds the pieces with nothing double-counted. This is the workhorse for computing a hard probability by splitting it into non-overlapping cases (Example 10.3). It fails for overlapping events \u2014 there you need the addition rule.
General Sum Rule \u2014 Inclusion\u2013Exclusion for two events

For any events AA and BB, P(A∪B)=P(A)+P(B)−P(A∩B)\mathbb{P}(A\cup B)=\mathbb{P}(A)+\mathbb{P}(B)-\mathbb{P}(A\cap B).

Intuition. Decompose A∪BA\cup B into the disjoint regions ABcAB^c, ABAB and AcBA^cB. Adding P(A)+P(B)\mathbb{P}(A)+\mathbb{P}(B) counts the overlap ABAB twice, so subtract P(A∩B)\mathbb{P}(A\cap B) once to correct. If AA and BB are disjoint the correction vanishes and this reduces to the Disjoint Sum Rule, so it is the general form of the addition rule.
Remark 10.3 \u2014 Intersection rule and three-event inclusion\u2013exclusion

(1) P(A∩B)=P(A)+P(B)−P(A∪B)\mathbb{P}(A\cap B)=\mathbb{P}(A)+\mathbb{P}(B)-\mathbb{P}(A\cup B). (2) For three events, P(A∪B∪C)=P(A)+P(B)+P(C)−P(A∩B)−P(A∩C)−P(B∩C)+P(A∩B∩C)\mathbb{P}(A\cup B\cup C)=\mathbb{P}(A)+\mathbb{P}(B)+\mathbb{P}(C)-\mathbb{P}(A\cap B)-\mathbb{P}(A\cap C)-\mathbb{P}(B\cap C)+\mathbb{P}(A\cap B\cap C).

Intuition. Part (1) is the addition rule solved for the intersection \u2014 handy when the union is known. Part (2) is inclusion\u2013exclusion: singles added, pairs subtracted, triple added back. The signs alternate so each Venn region is counted exactly once; e.g. the centre A∩B∩CA\cap B\cap C nets +3−3+1=1+3-3+1=1.

Worked examples

Example 1

Example 10.4. A fair die is rolled four times. Find the probability that some value appears more than once.

  1. 1

    Let A={some value appears more than once}A=\{\text{some value appears more than once}\}. Attacking AA directly means counting many overlapping patterns (a value twice, thrice, four times, or two values twice each), which is easy to overcount.

  2. 2

    Use the complement: Ac={all four rolls are different}A^c=\{\text{all four rolls are different}\} is a single clean scenario, and the complement rule gives P(A)=1−P(Ac)\mathbb{P}(A)=1-\mathbb{P}(A^c).

  3. 3

    Count equally likely outcomes. Four ordered rolls give #Ω=64=1296\#\Omega=6^4=1296; for AcA^c, choose four distinct values in order, 6⋅5⋅4⋅3=3606\cdot5\cdot4\cdot3=360.

  4. 4

    So P(Ac)=3601296=518\mathbb{P}(A^c)=\dfrac{360}{1296}=\dfrac{5}{18}.

  5. 5

    Therefore P(A)=1−518=1318≈0.722\mathbb{P}(A)=1-\dfrac{5}{18}=\dfrac{13}{18}\approx0.722.

Answer. P(some value repeats)=1−518=1318≈0.722\mathbb{P}(\text{some value repeats})=1-\dfrac{5}{18}=\dfrac{13}{18}\approx0.722. The complement trick replaces a messy multi-case count with one ordered selection.
Example 2

Example 10.5 (revisiting Example 10.3). An urn holds 3030 red, 2020 green and 1010 yellow balls; two are drawn without replacement. Using inclusion\u2013exclusion, find P(exactly one red or exactly one yellow)\mathbb{P}(\text{exactly one red or exactly one yellow}).

Example 3

A student studies Algebra (AA), Biology (BB) or Chemistry (CC) with P(A)=0.5\mathbb{P}(A)=0.5, P(B)=0.4\mathbb{P}(B)=0.4, P(C)=0.3\mathbb{P}(C)=0.3, pairwise P(A∩B)=0.2\mathbb{P}(A\cap B)=0.2, P(A∩C)=0.15\mathbb{P}(A\cap C)=0.15, P(B∩C)=0.1\mathbb{P}(B\cap C)=0.1, and P(A∩B∩C)=0.05\mathbb{P}(A\cap B\cap C)=0.05. Find P(A∪B∪C)\mathbb{P}(A\cup B\cup C), the probability a student studies at least one subject.