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From Probability Book by Jim Pitman, 1.3 #12 12. Inclusion-exclusion formula for n events. Derive the inclusion-exclusion formula for n events n P(UA:)= [P(Ai)-[P(AA;)+ P(AiA,

From Probability Book by Jim Pitman, 1.3 #12

12. Inclusion-exclusion formula for n events. Derive the inclusion-exclusion formula for n events n P(UA:)= [P(Ai)-[P(AA;)+ P(AiA, AK)-... + (-1) "+ P(Al ... An) i=1 i

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