Metamath Proof Explorer


Theorem probun

Description: The probability of the union two incompatible events is the sum of their probabilities. (Contributed by Thierry Arnoux, 25-Dec-2016)

Ref Expression
Assertion probun ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P → A ∩ B = ∅ → P ⁡ A ∪ B = P ⁡ A + P ⁡ B

Proof

Step Hyp Ref Expression
1 simpll1 ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A = B ∧ A ∩ B = ∅ → P ∈ Prob
2 simplr ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A = B ∧ A ∩ B = ∅ → A = B
3 simpr ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A = B ∧ A ∩ B = ∅ → A ∩ B = ∅
4 disj3 ⊢ A ∩ B = ∅ ↔ A = A ∖ B
5 4 biimpi ⊢ A ∩ B = ∅ → A = A ∖ B
6 difeq1 ⊢ A = B → A ∖ B = B ∖ B
7 difid ⊢ B ∖ B = ∅
8 6 7 eqtrdi ⊢ A = B → A ∖ B = ∅
9 5 8 sylan9eqr ⊢ A = B ∧ A ∩ B = ∅ → A = ∅
10 eqtr2 ⊢ A = B ∧ A = ∅ → B = ∅
11 9 10 syldan ⊢ A = B ∧ A ∩ B = ∅ → B = ∅
12 9 11 uneq12d ⊢ A = B ∧ A ∩ B = ∅ → A ∪ B = ∅ ∪ ∅
13 unidm ⊢ ∅ ∪ ∅ = ∅
14 12 13 eqtrdi ⊢ A = B ∧ A ∩ B = ∅ → A ∪ B = ∅
15 14 fveq2d ⊢ A = B ∧ A ∩ B = ∅ → P ⁡ A ∪ B = P ⁡ ∅
16 probnul ⊢ P ∈ Prob → P ⁡ ∅ = 0
17 15 16 sylan9eqr ⊢ P ∈ Prob ∧ A = B ∧ A ∩ B = ∅ → P ⁡ A ∪ B = 0
18 9 fveq2d ⊢ A = B ∧ A ∩ B = ∅ → P ⁡ A = P ⁡ ∅
19 18 16 sylan9eqr ⊢ P ∈ Prob ∧ A = B ∧ A ∩ B = ∅ → P ⁡ A = 0
20 11 fveq2d ⊢ A = B ∧ A ∩ B = ∅ → P ⁡ B = P ⁡ ∅
21 20 16 sylan9eqr ⊢ P ∈ Prob ∧ A = B ∧ A ∩ B = ∅ → P ⁡ B = 0
22 19 21 oveq12d ⊢ P ∈ Prob ∧ A = B ∧ A ∩ B = ∅ → P ⁡ A + P ⁡ B = 0 + 0
23 00id ⊢ 0 + 0 = 0
24 22 23 eqtrdi ⊢ P ∈ Prob ∧ A = B ∧ A ∩ B = ∅ → P ⁡ A + P ⁡ B = 0
25 17 24 eqtr4d ⊢ P ∈ Prob ∧ A = B ∧ A ∩ B = ∅ → P ⁡ A ∪ B = P ⁡ A + P ⁡ B
26 1 2 3 25 syl12anc ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A = B ∧ A ∩ B = ∅ → P ⁡ A ∪ B = P ⁡ A + P ⁡ B
27 26 ex ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A = B → A ∩ B = ∅ → P ⁡ A ∪ B = P ⁡ A + P ⁡ B
28 3anass ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ↔ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P
29 28 anbi1i ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B ↔ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B
30 df-3an ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B ↔ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B
31 29 30 bitr4i ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B ↔ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B
32 simpl1 ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B ∧ A ∩ B = ∅ → P ∈ Prob
33 prssi ⊢ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P → A B ⊆ dom ⁡ P
34 33 3ad2ant2 ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B → A B ⊆ dom ⁡ P
35 34 adantr ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B ∧ A ∩ B = ∅ → A B ⊆ dom ⁡ P
36 prex ⊢ A B ∈ V
37 36 elpw ⊢ A B ∈ 𝒫 dom ⁡ P ↔ A B ⊆ dom ⁡ P
38 35 37 sylibr ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B ∧ A ∩ B = ∅ → A B ∈ 𝒫 dom ⁡ P
39 prct ⊢ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P → A B ≼ ω
40 39 3ad2ant2 ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B → A B ≼ ω
41 40 adantr ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B ∧ A ∩ B = ∅ → A B ≼ ω
42 simp2l ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B → A ∈ dom ⁡ P
43 simp2r ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B → B ∈ dom ⁡ P
44 simp3 ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B → A ≠ B
45 id ⊢ x = A → x = A
46 id ⊢ x = B → x = B
47 45 46 disjprg ⊢ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B → Disj x ∈ A B x ↔ A ∩ B = ∅
48 42 43 44 47 syl3anc ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B → Disj x ∈ A B x ↔ A ∩ B = ∅
49 48 biimpar ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B ∧ A ∩ B = ∅ → Disj x ∈ A B x
50 probcun ⊢ P ∈ Prob ∧ A B ∈ 𝒫 dom ⁡ P ∧ A B ≼ ω ∧ Disj x ∈ A B x → P ⁡ ⋃ A B = ∑ * x ∈ A B P ⁡ x
51 32 38 41 49 50 syl112anc ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B ∧ A ∩ B = ∅ → P ⁡ ⋃ A B = ∑ * x ∈ A B P ⁡ x
52 uniprg ⊢ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P → ⋃ A B = A ∪ B
53 52 fveq2d ⊢ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P → P ⁡ ⋃ A B = P ⁡ A ∪ B
54 53 3ad2ant2 ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B → P ⁡ ⋃ A B = P ⁡ A ∪ B
55 fveq2 ⊢ x = A → P ⁡ x = P ⁡ A
56 55 adantl ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B ∧ x = A → P ⁡ x = P ⁡ A
57 fveq2 ⊢ x = B → P ⁡ x = P ⁡ B
58 57 adantl ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B ∧ x = B → P ⁡ x = P ⁡ B
59 unitssxrge0 ⊢ 0 1 ⊆ 0 +∞
60 simp1 ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B → P ∈ Prob
61 prob01 ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P → P ⁡ A ∈ 0 1
62 60 42 61 syl2anc ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B → P ⁡ A ∈ 0 1
63 59 62 sselid ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B → P ⁡ A ∈ 0 +∞
64 prob01 ⊢ P ∈ Prob ∧ B ∈ dom ⁡ P → P ⁡ B ∈ 0 1
65 60 43 64 syl2anc ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B → P ⁡ B ∈ 0 1
66 59 65 sselid ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B → P ⁡ B ∈ 0 +∞
67 56 58 42 43 63 66 44 esumpr ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B → ∑ * x ∈ A B P ⁡ x = P ⁡ A + 𝑒 P ⁡ B
68 54 67 eqeq12d ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B → P ⁡ ⋃ A B = ∑ * x ∈ A B P ⁡ x ↔ P ⁡ A ∪ B = P ⁡ A + 𝑒 P ⁡ B
69 68 adantr ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B ∧ A ∩ B = ∅ → P ⁡ ⋃ A B = ∑ * x ∈ A B P ⁡ x ↔ P ⁡ A ∪ B = P ⁡ A + 𝑒 P ⁡ B
70 51 69 mpbid ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B ∧ A ∩ B = ∅ → P ⁡ A ∪ B = P ⁡ A + 𝑒 P ⁡ B
71 31 70 sylanb ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B ∧ A ∩ B = ∅ → P ⁡ A ∪ B = P ⁡ A + 𝑒 P ⁡ B
72 unitssre ⊢ 0 1 ⊆ ℝ
73 simpll1 ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B ∧ A ∩ B = ∅ → P ∈ Prob
74 simpll2 ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B ∧ A ∩ B = ∅ → A ∈ dom ⁡ P
75 73 74 61 syl2anc ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B ∧ A ∩ B = ∅ → P ⁡ A ∈ 0 1
76 72 75 sselid ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B ∧ A ∩ B = ∅ → P ⁡ A ∈ ℝ
77 simpll3 ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B ∧ A ∩ B = ∅ → B ∈ dom ⁡ P
78 73 77 64 syl2anc ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B ∧ A ∩ B = ∅ → P ⁡ B ∈ 0 1
79 72 78 sselid ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B ∧ A ∩ B = ∅ → P ⁡ B ∈ ℝ
80 rexadd ⊢ P ⁡ A ∈ ℝ ∧ P ⁡ B ∈ ℝ → P ⁡ A + 𝑒 P ⁡ B = P ⁡ A + P ⁡ B
81 76 79 80 syl2anc ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B ∧ A ∩ B = ∅ → P ⁡ A + 𝑒 P ⁡ B = P ⁡ A + P ⁡ B
82 71 81 eqtrd ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B ∧ A ∩ B = ∅ → P ⁡ A ∪ B = P ⁡ A + P ⁡ B
83 82 ex ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ A ≠ B → A ∩ B = ∅ → P ⁡ A ∪ B = P ⁡ A + P ⁡ B
84 27 83 pm2.61dane ⊢ P ∈ Prob ∧ A ∈ dom ⁡ P ∧ B ∈ dom ⁡ P → A ∩ B = ∅ → P ⁡ A ∪ B = P ⁡ A + P ⁡ B