src/HOL/Probability/Conditional_Expectation.thy
changeset 73253 f6bb31879698
parent 70817 dd675800469d
child 73932 fd21b4a93043
equal deleted inserted replaced
73252:b4552595b04e 73253:f6bb31879698
  1289         have "\<bar>q 0\<bar> \<le> \<bar>q 0 - q y\<bar> + \<bar>q y\<bar>" by auto
  1289         have "\<bar>q 0\<bar> \<le> \<bar>q 0 - q y\<bar> + \<bar>q y\<bar>" by auto
  1290         also have "... < e + \<bar>q y\<bar>" using d(2) that by force
  1290         also have "... < e + \<bar>q y\<bar>" using d(2) that by force
  1291         finally have "\<bar>q y\<bar> > \<bar>q 0\<bar> - e" by auto
  1291         finally have "\<bar>q y\<bar> > \<bar>q 0\<bar> - e" by auto
  1292         then show ?thesis unfolding e_def by simp
  1292         then show ?thesis unfolding e_def by simp
  1293       qed
  1293       qed
  1294       have "emeasure M {x \<in> space M. \<bar>X x\<bar> < d} \<le> emeasure M ({x \<in> space M. 1 \<le> ennreal(1/e) * \<bar>q(X x)\<bar>} \<inter> space M)"
  1294       have "emeasure M {x \<in> space M. \<bar>X x\<bar> < d} \<le> emeasure M ({x \<in> space M. 1 \<le> ennreal(1/e) * \<bar>q(X x)\<bar>})"
  1295         by (rule emeasure_mono, auto simp add: * \<open>e>0\<close> less_imp_le ennreal_mult''[symmetric])
  1295         by (rule emeasure_mono, auto simp add: * \<open>e>0\<close> less_imp_le ennreal_mult''[symmetric])
  1296       also have "... \<le> (1/e) * (\<integral>\<^sup>+x. ennreal(\<bar>q(X x)\<bar>) * indicator (space M) x \<partial>M)"
  1296       also have "... \<le> (1/e) * (\<integral>\<^sup>+x. ennreal(\<bar>q(X x)\<bar>) * indicator (space M) x \<partial>M)"
  1297         by (rule nn_integral_Markov_inequality, auto)
  1297         by (rule nn_integral_Markov_inequality, auto)
  1298       also have "... = (1/e) * (\<integral>\<^sup>+x. ennreal(\<bar>q(X x)\<bar>) \<partial>M)" by auto
  1298       also have "... = (1/e) * (\<integral>\<^sup>+x. ennreal(\<bar>q(X x)\<bar>) \<partial>M)" by auto
  1299       also have "... = (1/e) * ennreal(\<integral>x. \<bar>q(X x)\<bar> \<partial>M)"
  1299       also have "... = (1/e) * ennreal(\<integral>x. \<bar>q(X x)\<bar> \<partial>M)"
  1302         by (simp add: ennreal_mult_less_top)
  1302         by (simp add: ennreal_mult_less_top)
  1303       finally have A: "emeasure M {x \<in> space M. \<bar>X x\<bar> < d} < \<infinity>" by simp
  1303       finally have A: "emeasure M {x \<in> space M. \<bar>X x\<bar> < d} < \<infinity>" by simp
  1304 
  1304 
  1305       have "{x \<in> space M. \<bar>X x\<bar> \<ge> d} = {x \<in> space M. 1 \<le> ennreal(1/d) * \<bar>X x\<bar>} \<inter> space M"
  1305       have "{x \<in> space M. \<bar>X x\<bar> \<ge> d} = {x \<in> space M. 1 \<le> ennreal(1/d) * \<bar>X x\<bar>} \<inter> space M"
  1306         by (auto simp add: \<open>d>0\<close> ennreal_mult''[symmetric])
  1306         by (auto simp add: \<open>d>0\<close> ennreal_mult''[symmetric])
  1307       then have "emeasure M {x \<in> space M. \<bar>X x\<bar> \<ge> d} = emeasure M ({x \<in> space M. 1 \<le> ennreal(1/d) * \<bar>X x\<bar>} \<inter> space M)"
  1307       then have "emeasure M {x \<in> space M. \<bar>X x\<bar> \<ge> d} = emeasure M ({x \<in> space M. 1 \<le> ennreal(1/d) * \<bar>X x\<bar>})"
  1308         by auto
  1308         by auto
  1309       also have "... \<le> (1/d) * (\<integral>\<^sup>+x. ennreal(\<bar>X x\<bar>) * indicator (space M) x \<partial>M)"
  1309       also have "... \<le> (1/d) * (\<integral>\<^sup>+x. ennreal(\<bar>X x\<bar>) * indicator (space M) x \<partial>M)"
  1310         by (rule nn_integral_Markov_inequality, auto)
  1310         by (rule nn_integral_Markov_inequality, auto)
  1311       also have "... = (1/d) * (\<integral>\<^sup>+x. ennreal(\<bar>X x\<bar>) \<partial>M)" by auto
  1311       also have "... = (1/d) * (\<integral>\<^sup>+x. ennreal(\<bar>X x\<bar>) \<partial>M)" by auto
  1312       also have "... = (1/d) * ennreal(\<integral>x. \<bar>X x\<bar> \<partial>M)"
  1312       also have "... = (1/d) * ennreal(\<integral>x. \<bar>X x\<bar> \<partial>M)"