src/HOL/Probability/Probability_Measure.thy
changeset 42981 fe7f5a26e4c6
parent 42950 6e5c2a3c69da
child 42988 d8f3fc934ff6
equal deleted inserted replaced
42980:859fe9cc0838 42981:fe7f5a26e4c6
    19 
    19 
    20 abbreviation (in prob_space) "events \<equiv> sets M"
    20 abbreviation (in prob_space) "events \<equiv> sets M"
    21 abbreviation (in prob_space) "prob \<equiv> \<mu>'"
    21 abbreviation (in prob_space) "prob \<equiv> \<mu>'"
    22 abbreviation (in prob_space) "random_variable M' X \<equiv> sigma_algebra M' \<and> X \<in> measurable M M'"
    22 abbreviation (in prob_space) "random_variable M' X \<equiv> sigma_algebra M' \<and> X \<in> measurable M M'"
    23 abbreviation (in prob_space) "expectation \<equiv> integral\<^isup>L M"
    23 abbreviation (in prob_space) "expectation \<equiv> integral\<^isup>L M"
    24 
       
    25 definition (in prob_space)
       
    26   "indep A B \<longleftrightarrow> A \<in> events \<and> B \<in> events \<and> prob (A \<inter> B) = prob A * prob B"
       
    27 
       
    28 definition (in prob_space)
       
    29   "indep_families F G \<longleftrightarrow> (\<forall> A \<in> F. \<forall> B \<in> G. indep A B)"
       
    30 
    24 
    31 definition (in prob_space)
    25 definition (in prob_space)
    32   "distribution X A = \<mu>' (X -` A \<inter> space M)"
    26   "distribution X A = \<mu>' (X -` A \<inter> space M)"
    33 
    27 
    34 abbreviation (in prob_space)
    28 abbreviation (in prob_space)
    77 
    71 
    78 lemma (in prob_space) prob_compl:
    72 lemma (in prob_space) prob_compl:
    79   assumes A: "A \<in> events"
    73   assumes A: "A \<in> events"
    80   shows "prob (space M - A) = 1 - prob A"
    74   shows "prob (space M - A) = 1 - prob A"
    81   using finite_measure_compl[OF A] by (simp add: prob_space)
    75   using finite_measure_compl[OF A] by (simp add: prob_space)
    82 
       
    83 lemma (in prob_space) indep_space: "s \<in> events \<Longrightarrow> indep (space M) s"
       
    84   by (simp add: indep_def prob_space)
       
    85 
    76 
    86 lemma (in prob_space) prob_space_increasing: "increasing M prob"
    77 lemma (in prob_space) prob_space_increasing: "increasing M prob"
    87   by (auto intro!: finite_measure_mono simp: increasing_def)
    78   by (auto intro!: finite_measure_mono simp: increasing_def)
    88 
    79 
    89 lemma (in prob_space) prob_zero_union:
    80 lemma (in prob_space) prob_zero_union:
   138 proof (rule antisym)
   129 proof (rule antisym)
   139   show "prob (\<Union> i :: nat. c i) \<le> 0"
   130   show "prob (\<Union> i :: nat. c i) \<le> 0"
   140     using finite_measure_countably_subadditive[OF assms(1)]
   131     using finite_measure_countably_subadditive[OF assms(1)]
   141     by (simp add: assms(2) suminf_zero summable_zero)
   132     by (simp add: assms(2) suminf_zero summable_zero)
   142 qed simp
   133 qed simp
   143 
       
   144 lemma (in prob_space) indep_sym:
       
   145    "indep a b \<Longrightarrow> indep b a"
       
   146 unfolding indep_def using Int_commute[of a b] by auto
       
   147 
       
   148 lemma (in prob_space) indep_refl:
       
   149   assumes "a \<in> events"
       
   150   shows "indep a a = (prob a = 0) \<or> (prob a = 1)"
       
   151 using assms unfolding indep_def by auto
       
   152 
   134 
   153 lemma (in prob_space) prob_equiprobable_finite_unions:
   135 lemma (in prob_space) prob_equiprobable_finite_unions:
   154   assumes "s \<in> events"
   136   assumes "s \<in> events"
   155   assumes s_finite: "finite s" "\<And>x. x \<in> s \<Longrightarrow> {x} \<in> events"
   137   assumes s_finite: "finite s" "\<And>x. x \<in> s \<Longrightarrow> {x} \<in> events"
   156   assumes "\<And> x y. \<lbrakk>x \<in> s; y \<in> s\<rbrakk> \<Longrightarrow> (prob {x} = prob {y})"
   138   assumes "\<And> x y. \<lbrakk>x \<in> s; y \<in> s\<rbrakk> \<Longrightarrow> (prob {x} = prob {y})"