If A and B are arbitrary events, then
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For arbitrary events A, B, we have
P(A∪B) = P(A) + P(B) − P(A∩B). ...(1)
Since probability of an event is a non-negative quantity, equation (1) gives
P(A) + P(B) − P(A∩B) ≥ 0
or P(A) + P(B) ≥ P(A∩B)
or P(A∩B) ≤ P(A) + P(B).
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