Let A1, A2,... be an arbitrary infinite sequence of

Chapter 1, Problem 12

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Let A1, A2,... be an arbitrary infinite sequence of events, and let B1, B2,... be another infinite sequence of events defined as follows: B1 = A1, B2 = Ac 1 A2, B3 = Ac 1 Ac 2 A3, B4 = Ac 1 Ac 2 Ac 3 A4,.... Prove that Pr n i=1 Ai =n i=1 Pr(Bi) for n = 1, 2,..., and that Pr i=1 Ai = i=1 Pr(B

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