In probability theory, Boole's inequality, also known as the union bound, says that for any finite or countable set of events, the probability that at least one of the events happens is no greater than the sum of the probabilities of the individual events. Boole's inequality is named after George Boole.

Formally, for a countable set of events A1, A2, A3, ..., we have

In measure-theoretic terms, Boole's inequality follows from the fact that a measure (and certainly any probability measure) is σ-sub-additive.

Boole's inequality may be proved for finite collections of events using the method of induction.

Since

by the first axiom of probability, we have

and therefore

this is called countable additivity.

Indeed, from the axioms of a probability distribution,

Note that both terms on the right are nonnegative.

Therefore, we can deduce the following equation

Boole's inequality may be generalized to find upper and lower bounds on the probability of finite unions of events.^[1] These bounds are known as Bonferroni inequalities, after Carlo Emilio Bonferroni, see Bonferroni (1936).

Define

and

as well as

for all integers k in {3, ..., n}.

Then, for odd k in {1, ..., n},

and for even k in {2, ..., n},

Boole's inequality is recovered by setting k = 1. When k = n, then equality holds and the resulting identity is the inclusion–exclusion principle.