Prove Boole’s inequality:

Pi=1Aii=1PAi

Short Answer

Expert verified

Proof by mathematical induction:

Assume that equality stands for somen, and it follows that inequality stands forn+1.

Step by step solution

01

Given Information.

Prove that for all eventsA1,A2,...An.

Pk=1nAkk=1nPAk

02

Explanation.

Proof by mathematical induction:

Forn=1the statement is true

PA1PA1

Hypothesis:Pk=1nAkk=1nPAkthis is true for anynevent.

Then for any n+1events:

Pk=1n+1Ak=Pk=1nAkAn+1associative law

&=Pk=1nAk+PAn+1-Pk=1nAkAn+1k=1nPAk+PAn+1-Pk=1nAkAn+1k=1n+1PAk-Pk=1nAkAn+1k=1n+1PAk

Pn+1Akk=1n+1PAk

This proves the statement, by the principle of mathematical induction.

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