diff --git a/theories/probability.v b/theories/probability.v index 0bcc61e7f..d66943139 100644 --- a/theories/probability.v +++ b/theories/probability.v @@ -167,7 +167,7 @@ move: iX => /integrableP[? Xoo]; rewrite (le_lt_trans _ Xoo)// unlock. exact: le_trans (le_abse_integral _ _ _). Qed. -Lemma expectationMl (X : {RV P >-> R}) (iX : P.-integrable [set: T] (EFin \o X)) +Lemma expectationZl (X : {RV P >-> R}) (iX : P.-integrable [set: T] (EFin \o X)) (k : R) : 'E_P[k \o* X] = k%:E * 'E_P [X]. Proof. by rewrite unlock muleC -integralZr. Qed. @@ -217,8 +217,8 @@ by apply/funext => t/=; rewrite big_map sumEFin mfun_sum. Qed. End expectation_lemmas. -#[deprecated(since="mathcomp-analysis 1.8.0", note="renamed to `expectationMl`")] -Notation expectationM := expectationMl (only parsing). +#[deprecated(since="mathcomp-analysis 1.8.0", note="renamed to `expectationZl`")] +Notation expectationM := expectationZl (only parsing). HB.lock Definition covariance {d} {T : measurableType d} {R : realType} (P : probability T R) (X Y : T -> R) := @@ -249,7 +249,7 @@ rewrite expectationD/=; last 2 first. - by rewrite compreBr// integrableB// compre_scale ?integrableZl. - by rewrite compre_scale// integrableZl// finite_measure_integrable_cst. rewrite 2?expectationB//= ?compre_scale// ?integrableZl//. -rewrite 3?expectationMl//= ?finite_measure_integrable_cst//. +rewrite 3?expectationZl//= ?finite_measure_integrable_cst//. by rewrite expectation_cst mule1 fineM// EFinM !fineK// muleC subeK ?fin_numM. Qed. @@ -289,7 +289,7 @@ have aXY : (a \o* X * Y = a \o* (X * Y))%R. rewrite [LHS]covarianceE => [||//|] /=; last 2 first. - by rewrite compre_scale ?integrableZl. - by rewrite aXY compre_scale ?integrableZl. -rewrite covarianceE// aXY !expectationMl//. +rewrite covarianceE// aXY !expectationZl//. by rewrite -muleA -muleBr// fin_num_adde_defr// expectation_fin_num. Qed.