I'm doing fine in all the other probability stuff I'm doing, but I got stuck in proving the following theorem:
Source: Probability and Statistical Inference, 7e, by Hogg and TanisIf , and are any three events, then
Here is my work thus far:
This implies that
So, substituting this into the equation I get:
I have no clue how to break up the part in red. Instead of working it out for me, give me a hint or two to help me get started.
Thanks in advance for any help!!