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Bonferroni inequalities : ウィキペディア英語版
Boole's inequality

In probability theory, Boole's inequality, also known as the union bound, says that for any finite or countable set of events, the probability that at least one of the events happens is no greater than the sum of the probabilities of the individual events. Boole's inequality is named after George Boole.
Formally, for a countable set of events ''A''1, ''A''2, ''A''3, ..., we have
:\biggl(\bigcup_ A_i\biggr) \le \sum_i (A_i).
In measure-theoretic terms, Boole's inequality follows from the fact that a measure (and certainly any probability measure) is ''σ''-sub-additive.
==Proof==
Boole's inequality may be proved for finite collections of events using the method of induction.
For the n=1 case, it follows that
:\mathbb P(A_1) \le \mathbb P(A_1).
For the case n, we have
:\biggl(\bigcup_^ A_i\biggr) \le \sum_^ (A_i).
Since \mathbb P(A \cup B) = \mathbb P(A) + \mathbb P(B) - \mathbb P(A \cap B), and because the union operation is associative, we have
:\biggl(\bigcup_^ A_i\biggr) = \biggl(\bigcup_^n A_i\biggr) + \mathbb P(A_) - \biggl(\bigcup_^n A_i \cap A_\biggr).
Since
:\biggl(\bigcup_^n A_i \cap A_\biggr) \ge 0,
by the first axiom of probability, we have
:\biggl(\bigcup_^ A_i\biggr) \le \biggl(\bigcup_^n A_i\biggr) + \mathbb P(A_),
and therefore
:\biggl(\bigcup_^ A_i\biggr) \le \sum_^ (A_i) + \mathbb P(A_) = \sum_^ (A_i).

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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