Explanation:
We want to show that
 
To prove it we just use the definition of 

So, we start from the left hand side:
 (by definition)
 (by DeMorgan's laws)
 (since intersection is associative)
 (since intersecting once or twice A doesn't make any difference)
 (since again intersection is associative)
 (by definition)
And so we have reached our right hand side.