Let $E$ and $F$ be two non-empty subsets of $\mathbb{R}^n$ for some $n \in \mathbb{N}$.
I'm wondering if there's a simple formula or bound for the Hausdorff dimension of $E \cap F$ in terms of the Hausdorff dimension of $E$ and the Hausdorff dimension of $F$.
My instinct tells me that we could write $$\dim_H E \cap F \leq \min (\dim_H E,\ \dim_H F)$$ but this only comes from my (probably naive) intuition. For example, taking a line which intersects a plane, the Hausdorff dimension of the intersection can only be 0 (intersects at a point) or 1 (line is contained in the plane), both of which are less than or equal to 1, the Hausdorff dimension of the line. Clearly their intersection cannot be any more than 1 dimension, and I think this sort of reasoning can apply to general sets $E$ and $F$.
Does this actually hold for general subsets $E, F \subset \mathbb{R}^n$, and if so, how would I make the above argument rigorous?