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Derive

  1. Define probabilities of events \(A\) and \(B\) as
    \[\begin{equation*}
      \begin{array}{r|cc}
        & B & \lnot B \\ \hline
        A & s & t \\ \lnot A & u & v.
      \end{array}
    \end{equation*}
    \]
  2. Substitute \(s, t, u, v\) into the law
    \[\begin{equation*}
      \begin{array}{ccccccccc}
        P(A) & = & P(A | B) & \cdot & P(B) & + & P(A | \lnot B) & \cdot & P(\lnot B)
        \\[3ex]
        \begin{array}{cc} \boxed{s} & \boxed{t} \\ u & v \end{array}
        & = & \begin{array}{cc} \boxed{s} & \bcancel{t} \\ u & \bcancel{v} \end{array}
        & \cdot & \begin{array}{cc} \boxed{s} & t \\ \boxed{u} & v \end{array}
        & + & \begin{array}{cc} \bcancel{s} & \boxed{t} \\ \bcancel{u} & v \end{array}
        & \cdot & \begin{array}{cc} s & \boxed{t} \\ u & \boxed{v} \end{array}
        \\[3ex]
        \dfrac{s + t}{s + t + u + v}
        & = & \dfrac{s}{s + u} & \cdot & \dfrac{s + u}{s + t + u + v}
        & + & \dfrac{t}{t + v} & \cdot & \dfrac{t + v}{s + t + u + v}.
      \end{array}
    \end{equation*}
    \]
  3. Verify the equality
    \[\begin{align*}
        \frac{s + t}{s + t + u + v}
        & \stackrel{?}{=}
        \frac{s}{s + u}
        \cdot
        \frac{s + u}{s + t + u + v}
        +
        \frac{t}{t + v}
        \cdot
        \frac{t + v}{s + t + u + v}
        \\[2ex]
        \frac{s + t}{s + t + u + v}
        & =
        \frac{s \cancel{(s + u)}}{\cancel{(s + u)} (s + t + u + v)}
        +
        \frac{t \cancel{(t + v)}}{\cancel{(t + v)} (s + t + u + v)}
        \\[2ex]
        \frac{s + t}{s + t + u + v}
        & =
        \frac{s}{s + t + u + v}
        +
        \frac{t}{s + t + u + v}
        \\[2ex]
        \frac{s + t}{s + t + u + v}
        & =
        \frac{s + t}{s + t + u + v}.
        \\[2ex]
        1
        & \stackrel{\checkmark}{=}
        1.
    \end{align*}
    \]

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