The correct command to use in this case is \bigcup; you could go with

but this will irremediably spoil your document. When a formula is inline, it's better if limits are set to the side of the symbol. In display math mode the \limits is implicit. See the following example and judge for yourself.

\documentclass{article}
\begin{document}

The correct command to use in this case is \verb|\bigcup|;
if you use \verb|\limits| your formula will appear inline
like , but this will
irremediably spoil your document. When a formula is inline,
it's better if limits are set to the side of the symbol. In
display math mode the \verb|\limits| is implicit. Here is the
same formula without it  and you
can clearly see that the vertical spacing is much better.
In a display there is no problem
\[
\bigcup_{i=1}^{\infty} F_{i}
\]
and the limits can be set above and below without spoiling
the spacing, which is an important factor when readability
is considered.

\end{document}