ThmDex – An index of mathematical definitions, results, and conjectures.
Formulation F11124 on R4737:
F11124
Formulation 0
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $X, Y : \Omega \to \Xi$ are each a D202: Random variable on $P$
(ii) $\{ X \in E \}, \{ Y \in E \} \in \mathcal{F}$ are each an D1716: Event in $P$
Then \begin{equation} \mathbb{P}(X \in E) \leq \mathbb{P}(X \neq Y) + \mathbb{P}(Y \in E) \end{equation}