Q. 2.16

Question

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

P(E1E2 ··· En) P(E1) + ··· + P(En)  (n  1).

Step-by-Step Solution

Verified
Answer

proven by the principle of mathematical induction.

1Step 1 Given Information.

Given, generalize Bonferroni’s inequality to nevents.

2Step 2 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 exercise 11.

If this is true for some 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.