let Omega be non empty finite set ; for P being Probability of Trivial-SigmaField Omega
for f being Function of Omega,REAL ex F being FinSequence of REAL st
( len F = card Omega & ( for n being Nat st n in dom F holds
F . n = (f . ((canFS Omega) . n)) * (P . {((canFS Omega) . n)}) ) & Integral ((P2M P),f) = Sum F )
let P be Probability of Trivial-SigmaField Omega; for f being Function of Omega,REAL ex F being FinSequence of REAL st
( len F = card Omega & ( for n being Nat st n in dom F holds
F . n = (f . ((canFS Omega) . n)) * (P . {((canFS Omega) . n)}) ) & Integral ((P2M P),f) = Sum F )
let f be Function of Omega,REAL; ex F being FinSequence of REAL st
( len F = card Omega & ( for n being Nat st n in dom F holds
F . n = (f . ((canFS Omega) . n)) * (P . {((canFS Omega) . n)}) ) & Integral ((P2M P),f) = Sum F )
set Sigma = Trivial-SigmaField Omega;
set M = P2M P;
A1:
P . Omega in REAL
by XREAL_0:def 1;
then consider x being FinSequence of ExtREAL such that
A2:
len x = card Omega
and
A3:
for n being Nat st n in dom x holds
x . n = (f . ((canFS Omega) . n)) * ((P2M P) . {((canFS Omega) . n)})
and
A4:
Integral ((P2M P),f) = Sum x
by Lm10, XXREAL_0:9;
A5:
(P2M P) . Omega < +infty
by A1, XXREAL_0:9;
A6:
for n being Nat st n in dom (canFS Omega) holds
(P2M P) . {((canFS Omega) . n)} in REAL
then
rng x c= REAL
;
then reconsider F = x as FinSequence of REAL by FINSEQ_1:def 4;
take
F
; ( len F = card Omega & ( for n being Nat st n in dom F holds
F . n = (f . ((canFS Omega) . n)) * (P . {((canFS Omega) . n)}) ) & Integral ((P2M P),f) = Sum F )
for n being Nat st n in dom F holds
F . n = (f . ((canFS Omega) . n)) * (P . {((canFS Omega) . n)})
hence
( len F = card Omega & ( for n being Nat st n in dom F holds
F . n = (f . ((canFS Omega) . n)) * (P . {((canFS Omega) . n)}) ) & Integral ((P2M P),f) = Sum F )
by A2, A4, MESFUNC3:2; verum