Example 2d. Boole’s inequality.

Let A1 , … , A n denote events and define the indicator

variables X i , i=1 , … ,n by
1  if  A i  occurs 
Xi= { 0  otherwise 
Let
n
X =∑ X i
i=1
so X denotes the number of the events Ai that occur. Finally, let

Y = 1  if  X ≥ 1
{
0  otherwise 
so Y is equal to 1 if at least one of the Ai occurs and is 0 otherwise. Now, it is immediate
that

X ≥Y
so

E [X ]≥ E[Y ]
But since
n n
E [X ]=∑ E [ X i ] =∑ P ( Ai )
i=1 i =1
and

E [Y ]=P {  at least one of the  A i  occur  } =P ( ¿ i=1 ¿ n A i)

we obtain Boole’s inequality, namely that

n
P ( ¿ i=1 ¿ n A i ) ≤ ∑ P ( A i )
i=1
The next three examples show how Equation (2.2) can be used to calculate the expected
value of binomial, negative binomial, and hypergeometric random variables. These
derivations should be compared with those presented in Chapter 4 .