I am trying to prove the following statement regarding a set of sets $\mathscr{A}$:
$$x\notin \bigcap \mathscr{A} \; \text{iff there exists A} \in \mathscr{A} \; \text{such that} \; x \notin A$$
Here is what I have so far:
$$x\notin\bigcap \mathscr{A}$$ $$\text{if it is not the case that} \;x \in \bigcap \mathscr{A} $$ $$\text{if it is not the case that} \; x \in A \; \text{for all A} \in \mathscr{A}$$
I am a bit confused now though. Couldn't there be some $x \in A$ such that $A \in \mathscr{A}$, but that x does not belong to all sets in $\mathscr{A}$? In which case, wouldn't this then mean $x\notin\cap \mathscr{A}$?
You have managed to confuse yourself by putting the quantifier last. When you say "It is not the case that $x\in A$ for all $A$" it is unclear whether you mean
or
These are different meanings and you want only one of them. The confusion goes away if you follow the usual mathematical syntax (which is this way for a reason!) and put everything that modifies a single claim, including quantifiers and negations, before that claim. Then you get
which is unambiguous, and hopefully known to be equivalent to