容斥恒等式的证明
推广公式
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P(A\cup B)=P(A)+P(B)-P(A\cap B)
P(A∪B)=P(A)+P(B)−P(A∩B)
(a)设A、B、C为三个事件,则下列恒等式成立:
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P(A\cup B\cup C)=P(A)+P(B)+P(C)-P(A\cap B)-P(A\cap C)-P(B\cap C)+P(A\cap B\cap C)
P(A∪B∪C)=P(A)+P(B)+P(C)−P(A∩B)−P(A∩C)−P(B∩C)+P(A∩B∩C)
(b)设
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A1,
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A_2
A2,
A
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A_3
A3,…,
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A_n
An为n个事件,令
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S1={
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i|1\leq i \leq n
i∣1≤i≤n},
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(i_1,i_2)|1\leq i_1 < i_2 \leq n
(i1,i2)∣1≤i1<i2≤n},一般的,令
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S_1
S1为满足条件$ \le i_1 < i_2<… < i_m\le n
的
m
维指标,
(
的m维指标,(
的m维指标,(i_1,…i_m$)的集合,则下列恒等式成立:
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P(\cup^n_{k=1}A_k)=\displaystyle \sum_{i\in S_1}P(A_i)-\displaystyle\sum_{(i_1,i_2)\in S_2}P(A_{i_1} \cap A_{i_2})+\displaystyle \sum_{i_1,i_2,i_3 \in S_3}P(A_{i_1} \cap A_{i_2} \cap A_{i_3})-...+(-1)^{n-1}P(\cap^n_{k=1}A_{k})
P(∪k=1nAk)=i∈S1∑P(Ai)−(i1,i2)∈S2∑P(Ai1∩Ai2)+i1,i2,i3∈S3∑P(Ai1∩Ai2∩Ai3)−...+(−1)n−1P(∩k=1nAk)
解:(a)利用公式
P
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P(X\cup Y)=P(X)+P(Y)-P(X\cap Y)
P(X∪Y)=P(X)+P(Y)−P(X∩Y)和
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(A\cup B)\cap C=(A\cap C)\cup (B\cap C)
(A∪B)∩C=(A∩C)∪(B∩C),我们有
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P(A\cup B\cup C)=P(A\cup B)+P(C)-P((A\cup B )\cap C) \\~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ =P(A\cup B)+P(C)-P((A\cap C )\cup (B\cap C))\\~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ =P(A\cup B)+P(C)-P(A\cap C)-P(B\cap C)+P(A\cap B\cap C) \\~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ =P(A)+P(B)-P(A\cap B)+P(C)-P(A\cap C)-P(B\cap C)+P(A\cap B\cap C) \\~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ =P(A)+P(B)+P(C)-P(A\cap B)-P(A\cap C)-P(B\cap C)+P(A\cap B\cap C)
P(A∪B∪C)=P(A∪B)+P(C)−P((A∪B)∩C) =P(A∪B)+P(C)−P((A∩C)∪(B∩C)) =P(A∪B)+P(C)−P(A∩C)−P(B∩C)+P(A∩B∩C) =P(A)+P(B)−P(A∩B)+P(C)−P(A∩C)−P(B∩C)+P(A∩B∩C) =P(A)+P(B)+P(C)−P(A∩B)−P(A∩C)−P(B∩C)+P(A∩B∩C)
(b)利用归纳法,主要推断部分可以模仿(a)中步骤
n=2时, P ( A ∪ B ) = P ( A ) + P ( B ) − P ( A ∩ B ) P(A\cup B)=P(A)+P(B)-P(A\cap B) P(A∪B)=P(A)+P(B)−P(A∩B).
假设n=k-1,有
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P(\cup^{k-1}_{k=1}A_k)=\displaystyle \sum_{i\in S_1}P(A_i)-\displaystyle\sum_{(i_1,i_2)\in S_2}P(A_{i_1} \cap A_{i_2})+\displaystyle \sum_{i_1,i_2,i_3 \in S_3}P(A_{i_1} \cap A_{i_2} \cap A_{i_3})-...+(-1)^{n-2}P(\cap^{k-1}_{k=1}A_{i_k})
P(∪k=1k−1Ak)=i∈S1∑P(Ai)−(i1,i2)∈S2∑P(Ai1∩Ai2)+i1,i2,i3∈S3∑P(Ai1∩Ai2∩Ai3)−...+(−1)n−2P(∩k=1k−1Aik)
则n=k时, P ( ∪ k = 1 n A k ) = P ( ∪ k = 1 k − 1 A k ∪ A k ) P(\cup^n_{k=1}A_k)=P(\cup^{k-1}_{k=1}A_k\cup A_k) P(∪k=1nAk)=P(∪k=1k−1Ak∪Ak)
令 ∪ i = 1 k − 1 A i = B \cup^{k-1}_{i=1}A_i=B ∪i=1k−1Ai=B,
P
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P(\cup^n_{k=1}A_k)=P(B\cup A_k)
P(∪k=1nAk)=P(B∪Ak)
所以,
P ( ∪ k = 1 n A k ) = P ( B ∪ A k ) = P ( B ) + P ( A k ) − P ( B ∩ A k ) P(\cup^n_{k=1}A_k)=P(B\cup A_k)=P(B)+P(A_k)-P(B\cap A_k) P(∪k=1nAk)=P(B∪Ak)=P(B)+P(Ak)−P(B∩Ak) (1)
前两个地方都很好推导,主要是最后一项。
P ( B ∩ A k ) = P ( ∪ i = 1 k − 1 A i A k ) = ∑ i = 1 k − 1 P ( A i A k ) + ( − 1 1 ) ∑ 1 ≤ i 1 < i 2 ≤ i k − 1 P ( A i 1 A i 2 A k ) + . . . + ( − 1 ) k − 2 P ( A 1 A 2 . . . A k ) P(B\cap A_k)=P(\cup^{k-1}_{i=1}A_iA_k)\\=\displaystyle \sum_{i=1}^{k-1}P(A_iA_k)+(-1^1) \displaystyle \sum_{1\le i_1<i_2\le i_{k-1}}P(A_{i_1}A_{i_2}A_k)+...+(-1)^{k-2}P(A_1A_2...A_k) P(B∩Ak)=P(∪i=1k−1AiAk)=i=1∑k−1P(AiAk)+(−11)1≤i1<i2≤ik−1∑P(Ai1Ai2Ak)+...+(−1)k−2P(A1A2...Ak) (2)
把(2)带入(1),
得到:
P ( ∪ k = 1 n A k ) = ∑ i ∈ S 1 P ( A i ) − ∑ ( i 1 , i 2 ) ∈ S 2 P ( A i 1 ∩ A i 2 ) + ∑ i 1 , i 2 , i 3 ∈ S 3 P ( A i 1 ∩ A i 2 ∩ A i 3 ) − . . . + ( − 1 ) n − 1 P ( ∩ k = 1 n A k ) P(\cup^n_{k=1}A_k)=\displaystyle \sum_{i\in S_1}P(A_i)-\displaystyle\sum_{(i_1,i_2)\in S_2}P(A_{i_1} \cap A_{i_2})+\displaystyle \sum_{i_1,i_2,i_3 \in S_3}P(A_{i_1} \cap A_{i_2} \cap A_{i_3})-...+(-1)^{n-1}P(\cap^n_{k=1}A_{k}) P(∪k=1nAk)=i∈S1∑P(Ai)−(i1,i2)∈S2∑P(Ai1∩Ai2)+i1,i2,i3∈S3∑P(Ai1∩Ai2∩Ai3)−...+(−1)n−1P(∩k=1nAk)
得证。