equal
deleted
inserted
replaced
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})" |