Nuprl Lemma : expectation-linear
11,40
postcript
pdf
p
:FinProbSpace,
n
:
,
X
,
Y
:RandomVariable(
p
;
n
),
a
,
b
:
.
E(
n
;
a
*
X
+
b
*
Y
) = ((
a
* E(
n
;
X
)) + (
b
* E(
n
;
Y
)))
latex
Definitions
x
:
A
.
B
(
x
)
,
FinProbSpace
,
,
RandomVariable(
p
;
n
)
,
E(
n
;
F
)
,
X
+
Y
,
q
*
X
,
t
T
,
Y
,
if
b
then
t
else
f
fi
,
(
i
=
j
)
,
tt
,
P
&
Q
,
x
.
t
(
x
)
,
P
Q
,
A
B
,
A
,
False
,
,
P
Q
,
P
Q
,
T
,
True
,
,
i
j
,
ff
,
{
i
..
j
}
,
x
(
s
)
,
i
j
<
k
,
,
Unit
,
S
T
,
Lemmas
nat
wf
,
finite-prob-space
wf
,
qadd
wf
,
qmul
wf
,
null-seq
wf
,
int
seg
wf
,
length
wf1
,
rationals
wf
,
qsum
wf
,
select
wf
,
int
inc
rationals
,
l
all
wf2
,
qle
wf
,
l
member
wf
,
eq
int
wf
,
bool
wf
,
assert
wf
,
length
wf
nat
,
bnot
wf
,
not
wf
,
weighted-sum
wf2
,
squash
wf
,
true
wf
,
p-outcome
wf
,
expectation
wf
,
random-variable
wf
,
le
wf
,
rv-shift-linear
,
rv-shift
wf
,
rv-add
wf
,
rv-scale
wf
,
ws-linear
,
nat
properties
,
ge
wf
,
iff
transitivity
,
eqtt
to
assert
,
assert
of
eq
int
,
eqff
to
assert
,
assert
of
bnot
,
not
functionality
wrt
iff
origin