Question: 42. Let A1, A2, A3, . . . be a sequence of events of a sample space. Prove that P [ n=1 An

42. Let A1, A2, A3, . . . be a sequence of events of a sample space. Prove that P

 ∞[

n=1 An



∞X n=1 P(An).

This is called Boole’s inequality.

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