Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) | $X : \Omega \to \Xi$ is a D202: Random variable on $P$ |
(ii) | $\{ X \in B_0 \}, \{ X \in B_1 \}, \{ X \in B_2 \}, \ldots \in \mathcal{F}$ are each an D1716: Event in $P$ |
Then
\begin{equation}
\left\{ X \in \bigcup_{n \in \mathbb{N}} B_n \right\}
= \bigcup_{n \in \mathbb{N}} \{ X \in B_n \}
\end{equation}