Definition and statement
📐 Geometric Interpretation
Geometrically, the sample space $S$ is partitioned into non-overlapping regions $E_1, E_2, \dots, E_n$. Any event $A$ is sliced into disjoint sub-events $A \cap E_i$, and its total measure (probability area) is the sum of the areas of these slices.
⚙️ Algebraic & Structural Meaning
It establishes a linear combination framework where unconditional probabilities are expressed as weighted averages of conditional probabilities, forming the algebraic core of inverse probability computations.