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Theorems · Theorem · probability

IndepFun.singleton_indepSets_of_indicator

∀ {Ω : Type u_1} {mΩ : MeasurableSpace Ω} {P : MeasureTheory.Measure Ω} {𝓧 : Type u_4} [mX : MeasurableSpace 𝓧]
  {A : Set Ω} {X : Ω → 𝓧},
  ProbabilityTheory.IndepFun (A.indicator 1) X P → ProbabilityTheory.IndepSets {A} {s | MeasurableSet s} P

If the indicator of a set A is independent from a variable X, then the set A is independent from the sigma algebra generated by X.

Defined in
Mathlib.Probability.Independence.BoundedContinuousFunction
Cited by
5 results in Mathlib
Foundations
Depth 183 from the axioms · uses propext, Classical.choice, Quot.sound
Assumes
MeasurableSpace

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