ThmDex – An index of mathematical definitions, results, and conjectures.
Result R4774 on D1158: Measure space
Formulation 0
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}