Question: Bonferroni inequality. Let A1; : : : ; An be any events in a probability space . ;F; P/. Show that P Sn iD1 Ai

Bonferroni inequality. Let A1; : : : ; An be any events in a probability space . ;F; P/.

Show that P

Sn iD1 Ai





Xn iD1 P.Ai / 

X 1i

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