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Theorems · Definition · probability

ProbabilityTheory.cond

{Ω : Type u_1} → {m : MeasurableSpace Ω} → MeasureTheory.Measure Ω → Set Ω → MeasureTheory.Measure Ω

The conditional probability measure of measure μ on set s is μ restricted to s and scaled by the inverse of μ s (to make it a probability measure): (μ s)⁻¹ • μ.restrict s.

Defined in
Mathlib.Probability.ConditionalProbability
Cited by
43 results in Mathlib
Foundations
Depth 193 from the axioms · uses propext, Classical.choice, Quot.sound

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