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Project-declaredLean 4.8.0 · mathlib@b5eba5954288

Le exp of cut

Prob.le_exp_of_cut

Plain-language statement

Lower bounding an exp in terms of an event

Exact Lean statement

lemma le_exp_of_cut {f : Prob α} {u : α → ℝ} (i : α → Prop) (a b : ℝ) (fi : a ≤ f.pr i)
    (iu : ∀ x, f.prob x ≠ 0 → i x → b ≤ u x) (u0 : ∀ x, f.prob x ≠ 0 → ¬i x → 0 ≤ u x)
    (b0 : 0 ≤ b) : a * b ≤ f.exp u

Formal artifact

Lean source

Canonical source
Full Lean sourceLean 4
lemma le_exp_of_cut {f : Prob α} {u : α  } (i : α  Prop) (a b : ) (fi : a  f.pr i)    (iu :  x, f.prob x  0  i x  b  u x) (u0 :  x, f.prob x  0  ¬i x  0  u x)    (b0 : 0  b) : a * b  f.exp u := by  have h :  x, f.prob x  0  b * (if i x then 1 else 0)  u x := by    intro x fx; by_cases ix : i x    · simp only [ix, if_true, mul_one]; exact iu x fx ix    · simp only [ix, if_false, pr_nonneg, mul_zero]; exact u0 x fx ix  refine le_trans ?_ (exp_mono h)  rw [exp_const_mul, pr, mul_comm]  exact mul_le_mul_of_nonneg_left fi b0
Project
debate
License
Apache-2.0
Commit
de3a6e500ae1
Source
Prob/Arith.lean:235-244

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Person-level attribution pending.

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