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We say that \(E \subset F\) if every point in \(E\) is also in \(F\). Show that if \(E \subset F\), then $$ P(F)=P(E)+P\left(F E^{c}\right) \geqslant P(E) $$

Short Answer

Expert verified
The set \(F\) can be expressed as a union of two disjoint sets \(E\) and \(FE^c\), where \(FE^c\) represents the set of points in \(F\) but not in \(E\). Using the additivity property of probability for disjoint sets, we obtain \(P(F) = P(E) + P\left(F \cap E^c\right)\). Since the probability of any set is non-negative, we have \(P\left(F \cap E^c\right) \geq 0\), which implies that \(P(F) \geq P(E)\).

Step by step solution

01

Express \(F\) as a union of two disjoint sets

Since \(E\subset F\), the set \(F\) can be written as a union of two disjoint sets, namely \(E\) and \(FE^c\), where \(FE^c\) represents the set of points in \(F\) but not in \(E\). So we have: $$ F = E \cup \left( F \cap E^c \right) $$
02

Use the additivity property of probability

Using the additivity property of probability for disjoint sets, we can obtain the probability of \(F\) as follows: $$ P(F) = P\left( E \cup \left( F \cap E^c \right) \right) = P(E) + P\left(F \cap E^c\right) $$
03

Show that \(P(F) \geq P(E)\)

Since the probability of any set is non-negative, we have \(P\left(F \cap E^c\right) \geq 0\). Consequently: $$ P(F) = P(E) + P\left(F \cap E^c\right) \geq P(E) $$ This completes the proof that if \(E \subset F\), then \(P(F) \geq P(E)\).

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