Principle of Inclusion-exclusion
Suppose .
Then ,

Discussion

We require some rules to assign probabilities to some basic events in . For other events we can compute the probabilities in terms of the probabilities of these basic events.

Probability assignment in a discrete sample space

        Consider a finite sample space . Then the sigma algebra is defined by the power set of S. For any elementary event , we can assign a probability P( si ) such that,