Let A1, A2, be a sequence of events defined in a sample space , and let a

Let A1, A2,… be a sequence of events defined in a sample space Ω, and let a new sequence {Cn}n≥1 be defined by

Then, {Cn}n≥1 is a decreasing sequence of events in Ω.

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00 CA = 1, 2,.... n i=n+1