I'm trying to prove the statement:
Let $\mathcal M,\mathcal N,\mathcal P$ be families, none of which is the empty set. Assume that if $A\in\mathcal M$ and $B\in\mathcal N$, then $A\cup B\in\mathcal P$. Prove that $\bigcap \mathcal P\subseteq\left(\bigcap\mathcal M\right)\cup\left(\bigcup\mathcal N\right)$
Here is what I have written so far for my proof:
Let us suppose $x\in \bigcap \mathcal P$. Then, $x\in C$ for all $C\in \mathcal P$.
Let us now suppose $x\notin \bigcap\mathcal M$. Then, $x\notin A$ for some $A\in \mathcal M$.
Let us now suppose there exists $B\in \mathcal N$ such that $x\notin B$. Now we see that $A\cup B\in \mathcal P$, so $x\in A\cup B$ and since $x\notin B$ and $x\in A$, but $x\notin A$, we see there is a contradiction. Hence, there does not exist a $B\in \mathcal N$ such that $x\notin B$. Thus, $x\in B$ for all $B\in \mathcal N$. Hence, $x\in \bigcup\mathcal N$.
Thus, $x\notin \bigcap\mathcal M$ implies that $x\in \bigcup\mathcal N$. Therefore, $x\in \bigcap\mathcal M \cup \bigcup\mathcal N$.
Hence, $\bigcap \mathcal P\subseteq\left(\bigcap\mathcal M\right)\cup\left(\bigcup\mathcal N\right)$
I'm not sure if my proof is correct or if it even was going in the right direction. I get confused with families of sets and I struggle with proofs involving them. Any feedback or help is appreciated.
It's correct, but it means that $x\in \bigcap\mathcal N$.
Now use that $\mathcal N$ is not empty to properly conclude $x\in\bigcup \mathcal N$.
Otherwise, your proof is correct.