If events $A_1,...A_n$ are independent (in total), show that $$P\left(\bigcup\limits_{i=1}^nA_i\right)=1-\prod\limits_{i=1}^{n}\left(1-P(A_i)\right).$$  Could someone show how to prove this statement?
I was asked to prove the following:  If $\{ E_1,E_2,\ldots,E_n\}$ is a fully independent set of events, prove that:  $$ P\left(\bigcup_{i = 1}^n E_i \right) = 1 - \prod_{i = 1}^n \left[ 1 - P(E_i) \right]  $$  (Hint: use complements)  I got the following:  Let $\alpha = E_1\cup E_2 \cup \cdots \cup E_n = \{E^C_1 \cap E^C_2 \cap \cdots\cap E_n^C\}^C$. Then, $\alpha^C = \{ E^C_1 \cap E^C_2 \cap \cdots \cap E^C\} $.  Assuming that the set of complements of each ${E_i}$ is also fully independent, we have:  \begin{align} &amp; P(\alpha^C) = \prod_{i = 1}^n P(E_i^C)  = \prod_{i = 1}^n \left[ 1 - P(E_i) \right] \\ &amp; P(\alpha) = 1 - P(\alpha^C) = 1 - \prod_{i = 1}^n \left[ 1 - P(E_i) \right] \\ &amp; P(\bigcup_{i = 1}^n E_i) = 1 - \prod_{i = 1}^n \left[ 1 - P(E_i) \right] \end{align}  However, even though I know (by Googling it) that my assumption is true, I'm unable to prove it so I could validly use it as a lemma. Is there another way to prove this equality?
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