This is embarrassing, but I am unable to prove that $P(A^c \cap B) = P(B) - P(A \cap B)$. Any pointers?
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What you want to show is equivalent to: $$P(A^c \cap B) + P(A \cap B) = P(B)$$ Note by definition $(A^c \cap A)=\emptyset \Rightarrow (A^c \cap B) \cap (A \cap B) = \emptyset$ Besides you know that $(A^c \cap B) \cup (A \cap B)=B$ Therefore the statement follows by using the $\sigma$-additivity of $P$, namely $$(X \cap Y)=\emptyset \Rightarrow P(X \cup Y)=P(X)+P(Y)$$ I let you write out the last step. |
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