Probability – Probability of at Least N Events Occurring

probability

I have a series of N events, each with its own probability of occurring. How would I calculate the probability that at least M of the N events actually do occur?

I think this is conditional, in that getting at least M occurrences depends on getting at least M-1 occurrences. Past that I'm getting stuck.

Best Answer

For any future visitors, the expression given for the probability of at least $m$ out of $n$ events $(A_1, \ldots ,A_n)$ in An Introduction to Probability by William Feller is this:

$$P_m = S_m - \binom{m}{1}S_{m+1}+\binom{m+1}{2}S_{m+2}-\ldots\pm\binom{n-1}{m-1}S_n$$

where $$\displaystyle S_k = \sum_{1\leq i_1< i_2\ldots< i_k\leq n}P(A_{i_1}\cap A_{i_2}\cap\ldots \cap A_{i_k})$$

It's certainly not pretty, but it is general.

It is proved by finding the expression for exactly $m$ events and then adding the expressions from $m$ to all $n$ using induction.

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