Law stating that if two events (see sample space) A and B are mutually exclusive thenFor example, the probability that, when a normal six-sided die is rolled, it shows a multiple of 3 isThe generalization to a list A₁, A₂,…of mutually exclusive events is the law of total probability:An equivalent form is: If an event A is the union of mutually exclusive events A₁, A₂, …, thenAnother form of the law is: If the events B₁, B₂,…are mutually exclusive and exhaustive, thenThis follows from the previous form by taking A_j=A ∩ B_j, for all j, and noting that, in this case, A=A₁ ⋃ A₂ ⋃ ⋯, and that the events A ∩ B₁, A ∩ B₂,…are mutually exclusive.

See also union, intersection.