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expectation probability cleanup
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Marek Petrik committed Dec 28, 2024
1 parent 478aa67 commit 1c90249
Showing 1 changed file with 2 additions and 2 deletions.
4 changes: 2 additions & 2 deletions LeanMDPs/FinPr.lean
Original file line number Diff line number Diff line change
Expand Up @@ -109,14 +109,14 @@ def expect_cnd_rv (X : Finrv P ρ) (Y : Finrv P V) : Finrv P ρ :=
notation "𝔼[" X "|ᵥ" Y "]" => expect_cnd_rv X Y


/- ------------ Law of total expectation ----------/
/- ------------ Law of the unconscious statistician ----------/

/-- Conditional version of the Law of the unconscious statistician -/
theorem unconscious_statistician_cnd (X : Finrv P ρ) (Y : Finrv P V) :
∀ ω ∈ P.Ω, Finrv.val 𝔼[X |ᵥ Y ] ω = ∑ y ∈ V, ℙ[ Y ᵣ== (Y.val ω) ]* 𝔼[X | Y ᵣ== (Y.val ω) ] :=
sorry



/- ------------ Law of total expectation ----------/

theorem total_expectation (X : Finrv P ρ) (Y : Finrv P V) :
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