The conversation between human and AI assistant.
How can I prove Bonferroni's inequality?
That sounds a bit complicated. Can you give me an example?
Sure, let's say we have two events A and B, and the probability of A is 0.6 and the probability of B is 0.4. The probability of the intersection of A and B is 0.2. Using Bonferroni's inequality, we can calculate the probability of the union of A and B as follows: P(A U B) >= P(A) + P(B) - P(A ∩ B) = 0.6 + 0.4 - 0.2 = 0.8.