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# Boole inequality

Let $(\Omega,\mathcal{F},P)$ be a probability space and $\{A_{1},A_{2},\cdots\}$ be a sequence of events such that $\{A_{1},A_{2},\cdots\}\subset\mathcal{F}$. Then

$P(\bigcup_{{n=1}}^{\infty}A_{n})\leq\sum_{{n=1}}^{{\infty}}P(A_{n}).$ |

Type of Math Object:

Theorem

Major Section:

Reference

## Mathematics Subject Classification

60A99*no label found*

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