The addition rule is a fundamental principle in probability that determines the probability of the occurrence of at least one of two mutually exclusive events. It establishes that the probability of either event A or event B happening is equal to the sum of their individual probabilities, expressed mathematically as $$P(A \cup B) = P(A) + P(B)$$ for mutually exclusive events. This rule is crucial for understanding how different probabilities interact and is foundational for further concepts in probability theory, such as joint distributions and density functions.
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