equal
deleted
inserted
replaced
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" |