Where Does This Probability Formula Come from?

Where Does This Probability Formula Come from?
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From Introduction to Probability, 2ed (Bersekas et al), chapter 8.1 p. 417:

I would like to ask where the underlined formula comes from. So far, the formulas given in that chapter are:

Please help. Thank you so much!

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Chloe Bennett
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Chloe Bennett

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