Step 1: Understand the problem
We have \(n\) independent events \(X_1, X_2, ..., X_n\) where \(P(X_r) = \frac{1}{r+1}\) for \(r = 1, 2, ..., n\). We need to find the probability that none of these events occur.
Step 2: Probability that an event does not occur
Since the events are independent, the probability that none occur is the product of the probabilities that each event does not occur:
\[
P(\text{none occur}) = \prod_{r=1}^n P(X_r^c) = \prod_{r=1}^n \left(1 - P(X_r)\right)
\]
Here, \(P(X_r^c)\) is the complement of event \(X_r\).
Step 3: Calculate the complement probabilities
\[
P(X_r^c) = 1 - \frac{1}{r+1} = \frac{r+1 - 1}{r+1} = \frac{r}{r+1}
\]
Step 4: Compute the product
\[
P(\text{none occur}) = \prod_{r=1}^n \frac{r}{r+1} = \frac{1}{2} \times \frac{2}{3} \times \frac{3}{4} \times \cdots \times \frac{n}{n+1}
\]
Notice the telescoping pattern where all intermediate terms cancel out:
\[
= \frac{1 \times 2 \times 3 \times \cdots \times n}{2 \times 3 \times 4 \times \cdots \times (n+1)} = \frac{1}{n+1}
\]
Final answer: \(\displaystyle P(\text{none of the } n \text{ events occur}) = \frac{1}{n+1}\)