Chapter 1

MGB Introduction to the Theory of Statistics

16. When n = 2, then events 1 , 2 .
1 2 = 1
1 2 , and 1
1 2 = ; so
[1 2 ] = [1 ] + [1
1 2 ]
= [1 ] + [2 ] [1 2 ].
Assume when n = m, for events 1 , 2 , , , the following is true

[1 2 ] = [ ] [ ]
=1 <

+ [ ] + (1)+1 [1 2 . ].
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When n = m + 1, for events 1 , 2 , , , +1 , then

[1 2 +1 ]
= [1 2 ] + [+1 ] [1 2 . +1 ]

= [ ] [ ]
=1 <

+ [ ] + (1)+1 [1 2 . ]
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+[+1 ] [1 2 . +1 ]
+1

= [ ] [ ]
=1 <

+ [ ] + (1)+2 [1 2 . +1 ].
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Hence, by mathematical induction, in general, for events 1 , 2 , , ,

[1 2 ] = [ ] [ ]
=1 <

+ [ ] + (1)+1 [1 2 . ].
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Copyright 2016 Seow Fan Chong. All rights reserved. Page 1