Let k be an integer, k≥2, and let p1,p2,…,pk be positive reals with p_{1} \plus{} p_{2} \plus{} \ldots \plus{} p_{k} \equal{} 1. Suppose we have a collection (A1,1,A1,2,…,A1,k), (A2,1,A2,2,…,A2,k), …, (Am,1,A1,2,…,Am,k) of k-tuples of finite sets satisfying the following two properties:
(i) for every i and every j=j′, A_{i,j}\cap A_{i,j^{\prime}} \equal{} \emptyset, and
(ii) for every i=i′ there exist j=j′ for which Ai,j∩Ai′,j′=∅. Prove that
\sum_{b \equal{} 1}^{m}{\prod_{a \equal{} 1}^{k}{p_{a}^{|A_{b,a}|}}} \leq 1.