ThmDex – An index of mathematical definitions, results, and conjectures.
Result R4773 on D1158: Measure space
Inclusion-exclusion lower bound to probability of ternary intersection
Formulation 1
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $E_1, E_2, E_3 \in \mathcal{F}$ are each an D1716: Event in $P$
(ii) $\varepsilon_1, \varepsilon_2, \varepsilon_3 \in [0, 1]$ are each a D993: Real number
(iii) \begin{equation} \mathbb{P}(E_1) \geq 1 - \varepsilon_1 \end{equation}
(iv) \begin{equation} \mathbb{P}(E_2) \geq 1 - \varepsilon_2 \end{equation}
(v) \begin{equation} \mathbb{P}(E_3) \geq 1 - \varepsilon_3 \end{equation}
Then \begin{equation} \begin{split} \mathbb{P}(E_1 \cap E_2 \cap E_3) \geq 1 - 2 (\varepsilon_1 + \varepsilon_2 + \varepsilon_3) - \min(\varepsilon_1, \varepsilon_2, \varepsilon_3) \end{split} \end{equation}