Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) | $E, F \in \mathcal{F}$ are each an D1716: Event in $P$ |
(ii) | $\varepsilon \in [0, 1]$ is a D993: Real number |
(iii) | \begin{equation} \mathbb{P}(E), \mathbb{P}(F) \geq 1 - \varepsilon \end{equation} |
Then
\begin{equation}
\mathbb{P}(E \cap F)
\geq 1 - 2 \varepsilon
\end{equation}