I've been learning a lot from this book, but have found myself entirely stuck with this seemingly trivial question. I think it's due to a lack of understanding of how to treat universal quantifiers with indexed families of sets.
The question reads:
Suppose $\{A_{i} |i \in I \}$ is an indexed family of sets and $I \neq \emptyset$. Prove that $ \cap_{i\in I}A_{i} \in \cap_{i\in I}\mathscr{P}\left(A_{i}\right)$.
I understand that the logical statement to prove is the same as:
$\{x| \forall i \in I \left(x \in A_i\right)\} \in \{X| \forall i \in I \left(X \in\mathscr{P}\left(A_i\right)\right)\} $
I wrote an example of this using actual sets and also understand that $x$ is a set, and $X$ is a set of sets, but am stuck in working out how to even begin proving this.
Given the universal quantifier, I'm guessing I can start by saying "Let $i$ be arbitrary", but I wouldn't know how to structure the following statement given that we're talking about an indexed family of sets. I've also flicked back in the book, but he doesn't seem to have covered methods for treating such a case.
Any help with my lack of understanding here would help enormously.