1

I found this problem in my textbook. The formulation is as follows:

Let $A_1, \cdots , A_n - $ be events and quantities $S_0, S_1, \cdots, S_n$ are defined as follows: $S_0 = 1$

$$S_r = \sum \limits_{J_r}P(A_{k_1}\cap\cdots\cap A_{k_r}); 1 \le r \le n$$

where the summation is over all unordered $r$-tuples $J_r=\{k_1, \cdots, k_r\}$ of disctinct elements of the set $\{1, \cdots, n\}.$

Let $B_m - $ be an event that means that exactly m events from $A_1, \cdots, A_n$ will occur at the same time. Prove that

$$P(B_m)=\sum\limits_{r=m}^{n}(-1)^{r-m}{r\choose m} S_r$$

Ok, we can rewrite $B_m$ as union of all events which mean "exactly m events from $A_1, \cdots, A_n$ will occur at the same time":

$$B_m = \bigcup\limits_{J_m}(A_{k_1}\cap\cdots\cap A_{k_m})$$

After that I tried to use inclusion–exclusion principle for $B_m$ $$P(\bigcup\limits_{J_m}(A_{k_1}\cap\cdots\cap A_{k_m})) = \sum\limits_{J_m} P(A_{k_1}\cap\cdots\cap A_{k_m}) - \sum_{\alpha>\beta \in J_m} P((A_{\alpha_1}\cap\cdots\cap A_{\alpha_m}) \cap (A_{\beta_1}\cap\cdots\cap A_{\beta_m})) + \cdots$$

First addend $$\sum\limits_{J_m} P(A_{k_1}\cap\cdots\cap A_{k_m}) = {m\choose m} S_{m} = S_{m}$$ is obvious.

But I don't know how to cope with the second and etc. So, how to prove, that $$\sum_{\alpha_r>\cdots>\alpha_1\in J_m} P((A_{\alpha_{11}}\cap\cdots\cap A_{\alpha_{1m}})\cap \cdots \cap (A_{\alpha_{r1}}\cap\cdots\cap A_{\alpha_{rm}}))= (-1)^{r-m}{r\choose m} S_r$$?

Alex Ravsky
  • 90,434
  • What is a "disordered subset?" – Jon Noel Sep 22 '17 at 22:29
  • I corrected quesition notation according to English and make some other minor changes. Please check whether everything is OK. – Alex Ravsky Sep 23 '17 at 06:00
  • @JonNoel I have corrected this. – Alex Ravsky Sep 23 '17 at 06:00
  • The formula “$B_m = \bigcup\limits_{J_m}(A_{k_1}\cap\cdots\cap A_{k_m})$” is wrong, because for each $m$-tuple $\alpha={k_1, \cdots, k_r}\in J_m$ we also have to assure that no event $A_j$ with $j\in {1,\dots,n}\setminus \alpha$ will happen. – Alex Ravsky Sep 23 '17 at 06:38
  • @AlexRavsky yeah, thx. Thats it. But I do not really understand if this statement is true only for independent events $A_1, \cdots, A_n$ or not? – Nikita Durasov Sep 23 '17 at 10:41

0 Answers0