Problem 3) Show that for any three events A, B, and C with P(C) > 0, P(A U B |C) = P(A| C) + P(B|C) - P(AN B| C)

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**Problem 3)** Show that for any three events \(A\), \(B\), and \(C\) with \(P(C) > 0\),

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

This formula represents the conditional probability of the union of two events \(A\) and \(B\) given another event \(C\). The left-hand side of the equation, \(P(A \cup B \mid C)\), denotes the probability that either event \(A\) occurs or event \(B\) occurs, given that event \(C\) has occurred.
The right-hand side consists of three terms:

- \(P(A \mid C)\): The probability that event \(A\) occurs given that event \(C\) has occurred.
- \(P(B \mid C)\): The probability that event \(B\) occurs given that event \(C\) has occurred.
- \(P(A \cap B \mid C)\): The probability that both events \(A\) and \(B\) occur given that event \(C\) has occurred.

Therefore, the formula is derived from the principle of inclusion-exclusion in probability, adapted for conditional probabilities.
Transcribed Image Text:**Problem 3)** Show that for any three events \(A\), \(B\), and \(C\) with \(P(C) > 0\), \[ P(A \cup B \mid C) = P(A \mid C) + P(B \mid C) - P(A \cap B \mid C) \] This formula represents the conditional probability of the union of two events \(A\) and \(B\) given another event \(C\). The left-hand side of the equation, \(P(A \cup B \mid C)\), denotes the probability that either event \(A\) occurs or event \(B\) occurs, given that event \(C\) has occurred. The right-hand side consists of three terms: - \(P(A \mid C)\): The probability that event \(A\) occurs given that event \(C\) has occurred. - \(P(B \mid C)\): The probability that event \(B\) occurs given that event \(C\) has occurred. - \(P(A \cap B \mid C)\): The probability that both events \(A\) and \(B\) occur given that event \(C\) has occurred. Therefore, the formula is derived from the principle of inclusion-exclusion in probability, adapted for conditional probabilities.
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