y 事件的概率有如下性质： (1)若A,B∈F,则P(AUB)+P(A∩B)=P(A)+ P(B)· (2)若A,B∈F,且ACB,则P(B-A)=P(B) P(A)(可减性). (3)若A,B∈F,且ACB,则P(A)≤P(B)(单调 性) 10/62 (4)若An∈F,n≥1，则P(Un>1An)≤∑n21P(An) (5)从下连续： 若An∈F且An个A∈F,则P(A)=1imn→P(An): (6)从上连续： 若An∈F且An↓A∈F,则P(A)=limn→oP(An) GoBack FullScreen Close Quit10/62 kJ Ik J I GoBack FullScreen Close Quit ØáV«kXe5üµ (1) eA, B ∈ F,KP(A ∪ B) + P(A ∩ B) = P(A) + P(B). (2) eA, B ∈ F,ÖA ⊂ BßKP(B − A) = P(B) − P(A)(å~5). (3) eA, B ∈ F,ÖA ⊂ BßKP(A) ≤ P(B)(¸N 5). (4) eAn ∈ F, n ≥ 1, KP( S n≥1 An) ≤ P n≥1 P(An). (5) leÎY: eAn ∈ FÖAn ↑ A ∈ FßKP(A) = limn→∞ P(An). (6)l˛ÎY: eAn ∈ FÖAn ↓ A ∈ FßK P(A) = limn→∞ P(An)