Documentation

PFR.Mathlib.Probability.ConditionalProbability

theorem ProbabilityTheory.cond_real_apply {Ω : Type u_1} {m : MeasurableSpace Ω} {s : Set Ω} (hms : MeasurableSet s) (μ : MeasureTheory.Measure Ω) (t : Set Ω) :
μ[|s].real t = (μ.real s)⁻¹ * μ.real (s t)

The axiomatic definition of conditional probability derived from a measure-theoretic one.

The conditional probability measure of any finite measure on any set of positive measure is a probability measure.