Prove that if E1,E2,,Enare independent events, then

PE1E2En=1-i=1n1-PEi

Short Answer

Expert verified

By applying exclusion and inclusion we can prove that if E1,E2,,Enare independent events then,

PE1E2En=1-i=1n1-PEi.

Step by step solution

01

Concept Introduction

Two possibilities are independent if the happening of one event does not affect the probabilities of the occurrence of the other event.

02

Explanation

Prove for independent Ei

Pi=1nEi=1-i=1n1-PEi

Apply law of inclusion and exclusion, and independence on the left-hand side:

Pi=1nEi=i=1nPEi-i,j=1i<jnPEiEj++(-1)n-1PE1E2En

=i=1nPEi-i,j=1i<jnPEiPEj++(-1)n-1PE1PE2PEn

03

Final Answer

On the right-hand side, by multiplying and then grouping by the number of 1's in the product

1-i=1n1-PEi=1-1-i=1nPEi+i,j=1i<jnPEiPEj++(-1)nPE1PE2PEn

=i=1nPEi-i,j=1i<jnPEiPEj++(-1)n-1PE1E2En

As both sides of the starting equality are equal to the same number, this equality is proven.

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