How to prove P(A ∪ B) = P(A) + P(B|A′)P(A′)?

What i have tried so far: given P(A ∪ B) = P(A) + P(B) - P(A ∩ B)

P(A) + P(B) - P(A ∩ B) = P(A ∪ B) = P(A) + P(B|A′)P(A′)

P(B) - P(A ∩ B) = P(B|A′)P(A′)

I dont know how to continue, maybe my approach is entirely wrong :c


Solution 1:

You have the right idea, it just gets a bit sidetracked in the middle. Your result can be proved as follows:

$$P(A\cup B)=P(A)+P(B)-P(A\cap B)$$ $$=P(A)+[P(A\cap B)+P(A'\cap B)]-P(A\cap B)$$ $$=P(A)+P(A'\cap B)$$ $$=P(A)+\frac{P(A'\cap B)}{P(A')}P(A')$$ $$=P(A)+P(B\mid A')P(A')$$