If A1, A2, A3, ..., An are any n events, then
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For any two events A and B, we have
P(A⋃B) = P(A) + P(B) − P(A∩B) ⇒ P(A⋃B) ≤ P(A) + P(B)
Using principle of mathematical induction it can be easily established that
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