(e) Consider a sequence of events A,, A2, ... , A, and define B to be the intersection of the events A up to Ak, i.e. BR = A N A2 n N Ag. Prove, by mathematical induction, that the following conditional probability expression P(B,) = P (A,)× P(A2\B1) × P(A3 \B2) × …·× P(A,|Bn-1) is true for all positive integers n > 1.

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(e) Consider a sequence of events A, A2,..., A, and define B to be the intersection of the events
A, up to A, i.e. B = A N A, n n Ag.
Prove, by mathematical induction, that the following conditional probability expression
P(B„) = P (A,) × P(A2\B1) × P(A3|B2) × …·× P(A„|B1-1)
is true for all positive integers n > 1.
Transcribed Image Text:(e) Consider a sequence of events A, A2,..., A, and define B to be the intersection of the events A, up to A, i.e. B = A N A, n n Ag. Prove, by mathematical induction, that the following conditional probability expression P(B„) = P (A,) × P(A2\B1) × P(A3|B2) × …·× P(A„|B1-1) is true for all positive integers n > 1.
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