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Use induction to generalize Bonferroni’s inequality to nevents. That is, show that

P(E1E2···En)≥P(E1)+···+P(En)−(n−1).

Short Answer

Expert verified

proven by the principle of mathematical induction.

Step by step solution

01

Given Information.

Given, generalize Bonferroni’s inequality to nevents.

02

Explanation.

For eventsE1,E2,…En.

PE1E2E3·…·En=PE1+PE2+…+PEn-(n-1)

Proof by mathematical induction

For n=2

PE1E2=PE1+PE2-1

For proof of this refer to the Theoretical exerciserole="math" localid="1649259597999" 11.

If this is true for some n∈ℕ. i.e.

PE1E2E3·…·En=PE1+PE2+…+PEn-(n-1)

For eventsE1,E2,…En,En+1

PE1E2E3·…·EnEn+1=PE1E2E3·…·EnEn+1

=PE1E2E3·…·En+PEn+1-1

=(1)PE1+PE2+…+PEn-(n-1)+PEn+1-1=(2)PE1+PE2+…+PEn+PEn+1-(n+1-1)

The statement holds for n+1thus by the principle of mathematical induction it holds for everyn∈ℕ.

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