Remark. This is also known as the Lubell-Yamamoto-Meshalkin inequality. Solution: Generate a random permutation σ = (x1, . . . , xM ) of [M ]. Let each Ei be the event that the set Ai appears as the initial segment of σ, i.e., that {x1, . . . , xai} = Ai. Since none of the Ai contain each other, the Ei are mutually exclusive. But each P [Ei] = ( M ai )−1 , so the LHS is P [∪Ei], and probabiliti...