General Inclusion-Exclusion

Rarely Tested

General Inclusion-Exclusion

For events A_1,...,A_n:

$$P\left(\bigcup_{i=1}^{n}A_i\right)=\sum_iP(A_i)-\sum_{i<j}P(A_i\cap A_j)+\cdots$$

Usage

- Used for unions involving many overlapping events.

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