@@ -19,32 +19,54 @@ From mathcomp Require Import lebesgue_measure lebesgue_integral hoelder.
1919(* of `Lfun P n` hypotheses instead of the `integrable` predicate from *)
2020(* `lebesgue_integral.v`. *)
2121(* *)
22- (* ``` *)
23- (* {RV P >-> T'} == random variable: a measurable function to the *)
24- (* measurableType T' from the measured space *)
25- (* characterized by the probability P *)
26- (* distribution P X == measure image of the probability measure P by the *)
27- (* random variable X : {RV P -> T'} *)
28- (* P as type probability T R with T of type *)
29- (* measurableType. *)
30- (* Declared as an instance of probability measure. *)
31- (* 'E_P[X] == expectation of the real measurable function X *)
32- (* covariance X Y == covariance between real random variable X and Y *)
33- (* 'V_P[X] == variance of the real random variable X *)
34- (* 'M_P X == moment generating function of the random variable X *)
35- (* with sample space corresponding to the probability *)
36- (* measure P *)
37- (* {dmfun T >-> R} == type of discrete real-valued measurable functions *)
38- (* {dRV P >-> R} == real-valued discrete random variable *)
39- (* dRV_dom X == domain of the discrete random variable X *)
40- (* dRV_enum X == bijection between the domain and the range of X *)
41- (* pmf X r := fine (P (X @^-1` [set r])) *)
42- (* cdf X r == cumulative distribution function of X *)
43- (* := distribution P X `]-oo, r] *)
44- (* ccdf X r == complementary cumulative distribution function of X *)
45- (* := distribution P X `]r, +oo[ *)
46- (* enum_prob X k == probability of the kth value in the range of X *)
47- (* ``` *)
22+ (* `{RV P >-> T'}` *)
23+ (* ~ random variable: a measurable function to the `measurableType T'` *)
24+ (* from the measured space characterized by the probability `P` *)
25+ (* *)
26+ (* `distribution P X` *)
27+ (* ~ measure image of the probability measure `P` by the random variable *)
28+ (* `X : {RV P -> T'}` *)
29+ (* ~ `P` has type `probability T R` with `T` of type `measurableType`. *)
30+ (* ~ Declared as an instance of probability measure. *)
31+ (* *)
32+ (* `'E_P[X]` *)
33+ (* ~ expectation of the real measurable function `X` *)
34+ (* *)
35+ (* `covariance X Y` *)
36+ (* ~ covariance between real random variable `X` and `Y` *)
37+ (* *)
38+ (* `'V_P[X]` *)
39+ (* ~ variance of the real random variable `X` *)
40+ (* *)
41+ (* `'M_P X` *)
42+ (* ~ moment generating function of the random variable `X` with sample *)
43+ (* space corresponding to the probability measure `P` *)
44+ (* *)
45+ (* `{dmfun T >-> R}` *)
46+ (* ~ type of discrete real-valued measurable functions *)
47+ (* *)
48+ (* `{dRV P >-> R}` *)
49+ (* ~ real-valued discrete random variable *)
50+ (* *)
51+ (* `dRV_dom X` *)
52+ (* ~ domain of the discrete random variable `X` *)
53+ (* *)
54+ (* `dRV_enum X` *)
55+ (* ~ bijection between the domain and the range of `X` *)
56+ (* *)
57+ (* `pmf X r` *)
58+ (* ~ ``fine (P (X @^-1` [set r]))`` *)
59+ (* *)
60+ (* `cdf X r` *)
61+ (* ~ cumulative distribution function of `X` *)
62+ (* ~ ``:= distribution P X `]-oo, r]`` *)
63+ (* *)
64+ (* `ccdf X r` *)
65+ (* ~ complementary cumulative distribution function of `X` *)
66+ (* ~ := ``distribution P X `]r, +oo[`` *)
67+ (* *)
68+ (* `enum_prob X k` *)
69+ (* ~ probability of the kth value in the range of `X` *)
4870(* *)
4971(* *)
5072(***************************************************************************** *)
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