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Positive common intersection from pair-intersection probabilities (P(⋂i​Ai​)≥∑i<j​P(Ai​∩Aj​)−(2n​)+1)

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Probability inequality Boole's inequality
2026-10-14  0 By others on same topic  0 Discussions Create my own version
For n≥2, the intersection of all pairwise intersections Ai​∩Aj​ is ⋂i​Ai​. Apply the union bound to the complements of the pairwise intersections and then take the complement to obtain the displayed lower bound. A sum exceeding (2n​)−1 therefore forces positive common probability without any independence assumption.

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  1. Boole's inequality
  2. Probability inequality
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  4. Probability and statistics
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  • Past exam of the mathematics course of the University of Cambridge / 2007 / ia / Paper 2 / 11F / iii / Solution

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