so i'm somewhat new to statistics proofs, but this one is for the most part a sets proof, which i can do. i'm having trouble connecting them. (c = complement)(AB = A intersect B) Let A_1, A_2... be any infinite sequence of events, and let B_1, B_2... be another infinite sequence defined as B_1=A_1, B_2=A_1cA_2, B_3=A_1cA_2cA_3 and so on. Prove that Pr(Union i=1 to n A_i) = Sum i=1 to n Pr(B_i). (sorry if that notation is hard to understand) So i've convinced myself that this is true. I see if i take the union of A_i up to n, that B_i up to n is equal. Each B_i is A_i minus any previous As that intersect it. I'm just having trouble saying that in math. If I had to write a proof right now, I'd say each Sum B_i = Union A_i, so they're equal. So yeah, if i could get some hints on where to start. Thanks.