Question: (i) For a r.v. and any two disjoint events A and B, show that (ii) More generally, for any finite collection of pairwise disjoint events

(i) For a r.v. and any two disjoint events A and B, show that

|(XIA+B)* = (XIA)+ + (XIB)*, |(XIA+B) = (XIA) + (XIB)¯.

(ii) More generally, for any finite collection of pairwise disjoint events Ai, i = 1,€¦., n, show that

(i) For a r.v. and any two disjoint events A

|(XIA+B)* = (XIA)+ + (XIB)*, |(XIA+B) = (XIA) + (XIB).

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