# Bonferroni's inequality

• March 14th 2010, 06:25 AM
harbottle
Bonferroni's inequality
I need to prove that, for any events $A_{k}, k=1,\ldots n$,

$\mathbf{P}\left(\cup_{k=1}^n A_k\right) \leq \sum_{k=1}^n \mathbf{P} (A_k) - \sum_{i

It is recommended to proceed by induction, but I cannot see how. If someone could outline some procedure I could follow to prove the more general case, it would be much appreciated.

e: corrected typo
• March 14th 2010, 08:35 AM
matheagle
you have equality if you change that sign to plus in the third sum, but then you need the prob of all four pairings and then subtract all five pairings...
you can see that if you draw a Venn diagram