Theorem 1: Inclusion-Exclusion Formula

Let (𝛺, ℱ, 𝑃) be a probability space and let 𝐸! , 𝐸" , … , 𝐸# ∈ ℱ (𝑛 ∈ ℕ, 𝑛 ≥ 2). Then

# #

𝑃 /0 𝐸$ 1 = 3 𝑆&,# ,
$%! &%!

where 𝑆!,# = ∑#$%! 𝑃(𝐸$ ) and, for 𝑘 ∈ {2, 3, … , 𝑛},

𝑆&,# = (−1)&(! 3 𝑃<𝐸$ ! ∩ 𝐸$ " ∩ ⋯ ∩ 𝐸$ & ?.

!*$! +⋯+$" *#

Proof. We will use the principle of mathematical induction. Using Property (vi), we have

𝑃(𝐸! ∪ 𝐸" ) = 𝑃(𝐸! ) + 𝑃(𝐸" ) − 𝑃(𝐸! ∩ 𝐸" )

= 𝑆!," + 𝑆"," ,

Where 𝑆!," = 𝑃(𝐸! ) + 𝑃(𝐸" ) and 𝑆"," = −𝑃(𝐸! ∩ 𝐸" ). Thus, the result is true for 𝑛 = 2.

Now suppose that the result is true for 𝑛 ∈ {2, 3, … , 𝑚} for some positive integer 𝑚 (≥ 2).
Then

-.! -

𝑃 /0 𝐸$ 1 = 𝑃 D/0 𝐸$ 1 ∪ 𝐸-.! E
$%! $%!

= 𝑃 /0 𝐸$ 1 + 𝑃(𝐸-.! )
$%!
-

− 𝑃 D/0 𝐸$ 1 ∩ 𝐸-.! E (using the result for 𝑛 = 2)

$%!

- -

= 𝑃 /0 𝐸$ 1 + 𝑃(𝐸-.! ) − 𝑃 /0(𝐸$ ∩ 𝐸-.! )1

$%! $%!

= 3 𝑆$,- + 𝑃(𝐸-.! )
$%!
-

− 𝑃 /0(𝐸$ ∩ 𝐸-.! )1 (using the result for 𝑛 = 𝑚) (1.1)

$%!

Let 𝐹$ = 𝐸$ ∩ 𝐸-.! , 𝑖 = 1, … . 𝑚. Then

 - -

𝑃 /0(𝐸$ ∩ 𝐸-.! )1 = 𝑃 /0 𝐹$ 1
$%! $%!

= 3 𝑇&,- (again using the result for 𝑛

&%!
= 𝑚), (1.2)

Where 𝑇!,- = ∑- -
$%! 𝑃(𝐹$ ) = ∑$%! 𝑃(𝐸$ ∩ 𝐸-.! ) and, for 𝑘 ∈ {2, 3, ⋯ , 𝑚},

𝑇&,- = (−1)&(! 3 𝑃<𝐹$! ∩ 𝐹$# ∩ ⋯ ∩ 𝐹$" ?

!*$! +$# +⋯+$" *-

= (−1)&(! 3 𝑃<𝐸$! ∩ 𝐸$# ∩ ⋯ ∩ 𝐸$" ∩ 𝐸-.! ?.

!*$! +$# +⋯+$" *-

Using (1.2) in (1.1), we get

𝑃(⋃-.!
$%! 𝐸$ ) = W𝑆!,- + 𝑃(𝐸-.! )X + <𝑆",- − 𝑇!,- ? + ⋯ + <𝑆-,- − 𝑇-(!,- ? − 𝑇-,- .

Note that 𝑆!,- + 𝑃(𝐸-.! ) = 𝑆!,-.! , 𝑆&,- − 𝑇&(!,- = 𝑆&,-.! , 𝑘 = 2,3, … , 𝑚 , and

𝑇-,- = −𝑆-.!,-.! . Therefore,

-.! -.! -.!

𝑃 / 0 𝐸$ 1 = 𝑆!,-.! + 3 𝑆&,-.! = 3 𝑆&,-.! . ▄

$%! &%" &%!