let Omega1, Omega2 be non empty set ; for S1 being SigmaField of Omega1
for S2 being SigmaField of Omega2
for P being Probability of S1
for F being random_variable of S1,S2
for y being set st y in S2 holds
(probability (F,P)) . y = P . (F " y)
let S1 be SigmaField of Omega1; for S2 being SigmaField of Omega2
for P being Probability of S1
for F being random_variable of S1,S2
for y being set st y in S2 holds
(probability (F,P)) . y = P . (F " y)
let S2 be SigmaField of Omega2; for P being Probability of S1
for F being random_variable of S1,S2
for y being set st y in S2 holds
(probability (F,P)) . y = P . (F " y)
let P be Probability of S1; for F being random_variable of S1,S2
for y being set st y in S2 holds
(probability (F,P)) . y = P . (F " y)
let F be random_variable of S1,S2; for y being set st y in S2 holds
(probability (F,P)) . y = P . (F " y)
let y be set ; ( y in S2 implies (probability (F,P)) . y = P . (F " y) )
assume A1:
y in S2
; (probability (F,P)) . y = P . (F " y)
thus (probability (F,P)) . y =
(image_measure (F,(P2M P))) . y
by Th13
.=
P . (F " y)
by A1, Def6
; verum