PFR/Mathlib/Probability/ConditionalProbability.lean

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L4DEL
Lean4 Domain Explanation Language

Credit: The upstream authors and contributors retain credit for the project and mathematics. lean4-explainer only renders their pinned source and adds the separately disclosed explanation layer.

Project sources: Pinned project documentation, Polynomial Freiman-Ruzsa proof paper, arXiv v2

2 declarations, 0 contain sorry, 0 declared as axioms

Imports (1)
Imported by 2 files
  1. lemma ProbabilityTheory.cond_real_apply The axiomatic definition of conditional probability derived from a measure-theoretic one line 15 source

    Source documentation

    The axiomatic definition of conditional probability derived from a measure-theoretic one.

    standard axioms: Classical.choice, Quot.sound, propext what this means

    Statement uses: MeasurableSpace, Set, MeasurableSet, MeasureTheory.Measure, Eq, Real, MeasureTheory.Measure.real, ProbabilityTheory.cond, HMul.hMul, Inv.inv, Inter.inter

    Proof uses: of_eq_true, ENNReal.toReal, ENNReal, Eq.trans, True, congrFun', congrArg, ProbabilityTheory.cond_apply, ENNReal.toReal_mul, ENNReal.toReal_inv, eq_self

    15 instances, coercions and auxiliary constants left out.

    Tactic trace: 1 steps

    Open to load the checked before-and-after goal states.

    lemma cond_real_apply (hms : MeasurableSet s) (μ : Measure Ω) (t : Set Ω) :
        μ[|s].real t = (μ.real s)⁻¹ * μ.real (s ∩ t) := by
    …
  2. theorem ProbabilityTheory.cond_isProbabilityMeasure_of_real The conditional probability measure of any finite measure on any set of positive measure is a probability measure line 21 source

    Source documentation

    The conditional probability measure of any finite measure on any set of positive measure is a probability measure.

    standard axioms: Classical.choice, Quot.sound, propext what this means

    Statement uses: MeasurableSpace, MeasureTheory.Measure, Set, Ne, Real, MeasureTheory.Measure.real, OfNat.ofNat, MeasureTheory.IsProbabilityMeasure, ProbabilityTheory.cond

    Proof uses: ProbabilityTheory.cond_isProbabilityMeasure_of_finite, Eq, ENNReal, False.elim, False, Eq.mp, Eq.trans, congrFun', congrArg, ENNReal.toReal, Not, True, eq_self, not_true_eq_false, Top.top

    8 instances, coercions and auxiliary constants left out.

    Tactic trace: 7 steps

    Open to load the checked before-and-after goal states.

    theorem cond_isProbabilityMeasure_of_real {α : Type*} {_ : MeasurableSpace α} {μ : Measure α}
        {s : Set α} (hcs : μ.real s ≠ 0) :
        IsProbabilityMeasure μ[|s] := by
    …