src/HOL/Probability/Independent_Family.thy
changeset 67399 eab6ce8368fa
parent 64272 f76b6dda2e56
child 69064 5840724b1d71
equal deleted inserted replaced
67398:5eb932e604a2 67399:eab6ce8368fa
   336     (random_variable S X \<and> random_variable T Y) \<and>
   336     (random_variable S X \<and> random_variable T Y) \<and>
   337     indep_set
   337     indep_set
   338       (sigma_sets (space M) { X -` A \<inter> space M | A. A \<in> sets S})
   338       (sigma_sets (space M) { X -` A \<inter> space M | A. A \<in> sets S})
   339       (sigma_sets (space M) { Y -` A \<inter> space M | A. A \<in> sets T})"
   339       (sigma_sets (space M) { Y -` A \<inter> space M | A. A \<in> sets T})"
   340   unfolding indep_var_def indep_vars_def indep_set_def UNIV_bool
   340   unfolding indep_var_def indep_vars_def indep_set_def UNIV_bool
   341   by (intro arg_cong2[where f="op \<and>"] arg_cong2[where f=indep_sets] ext)
   341   by (intro arg_cong2[where f="(\<and>)"] arg_cong2[where f=indep_sets] ext)
   342      (auto split: bool.split)
   342      (auto split: bool.split)
   343 
   343 
   344 lemma (in prob_space) indep_sets2_eq:
   344 lemma (in prob_space) indep_sets2_eq:
   345   "indep_set A B \<longleftrightarrow> A \<subseteq> events \<and> B \<subseteq> events \<and> (\<forall>a\<in>A. \<forall>b\<in>B. prob (a \<inter> b) = prob a * prob b)"
   345   "indep_set A B \<longleftrightarrow> A \<subseteq> events \<and> B \<subseteq> events \<and> (\<forall>a\<in>A. \<forall>b\<in>B. prob (a \<inter> b) = prob a * prob b)"
   346   unfolding indep_set_def
   346   unfolding indep_set_def
  1163   have  " \<P>(x in M. (X x)\<in>A \<and>  (Y x)\<in> B ) = prob ((\<lambda>x. (X x, Y x)) -` (A \<times> B) \<inter> space M)"
  1163   have  " \<P>(x in M. (X x)\<in>A \<and>  (Y x)\<in> B ) = prob ((\<lambda>x. (X x, Y x)) -` (A \<times> B) \<inter> space M)"
  1164     by (auto intro!: arg_cong[where f= prob])
  1164     by (auto intro!: arg_cong[where f= prob])
  1165   also have "...=  prob (X -` A \<inter> space M) * prob (Y -` B \<inter> space M)"
  1165   also have "...=  prob (X -` A \<inter> space M) * prob (Y -` B \<inter> space M)"
  1166     by (auto intro!: indep_varD[where Ma=N and Mb=N])
  1166     by (auto intro!: indep_varD[where Ma=N and Mb=N])
  1167   also have "... = \<P>(x in M. X x \<in> A) * \<P>(x in M. Y x \<in> B)"
  1167   also have "... = \<P>(x in M. X x \<in> A) * \<P>(x in M. Y x \<in> B)"
  1168     by (auto intro!: arg_cong2[where f= "op *"] arg_cong[where f= prob])
  1168     by (auto intro!: arg_cong2[where f= "( * )"] arg_cong[where f= prob])
  1169   finally show ?thesis .
  1169   finally show ?thesis .
  1170 qed
  1170 qed
  1171 
  1171 
  1172 lemma (in prob_space)
  1172 lemma (in prob_space)
  1173   assumes "indep_var S X T Y"
  1173   assumes "indep_var S X T Y"