Metamath Proof Explorer


Theorem cndprobprob

Description: The conditional probability defines a probability law. (Contributed by Thierry Arnoux, 23-Dec-2016) (Revised by Thierry Arnoux, 21-Jan-2017)

Ref Expression
Assertion cndprobprob ⊢ P ∈ Prob ∧ B ∈ dom ⁡ P ∧ P ⁡ B ≠ 0 → a ∈ dom ⁡ P ⟼ cProb ⁡ P ⁡ a B ∈ Prob

Proof

Step Hyp Ref Expression
1 domprobmeas ⊢ P ∈ Prob → P ∈ measures ⁡ dom ⁡ P
2 1 3ad2ant1 ⊢ P ∈ Prob ∧ B ∈ dom ⁡ P ∧ P ⁡ B ≠ 0 → P ∈ measures ⁡ dom ⁡ P
3 simp2 ⊢ P ∈ Prob ∧ B ∈ dom ⁡ P ∧ P ⁡ B ≠ 0 → B ∈ dom ⁡ P
4 prob01 ⊢ P ∈ Prob ∧ B ∈ dom ⁡ P → P ⁡ B ∈ 0 1
5 4 3adant3 ⊢ P ∈ Prob ∧ B ∈ dom ⁡ P ∧ P ⁡ B ≠ 0 → P ⁡ B ∈ 0 1
6 elunitrn ⊢ P ⁡ B ∈ 0 1 → P ⁡ B ∈ ℝ
7 5 6 syl ⊢ P ∈ Prob ∧ B ∈ dom ⁡ P ∧ P ⁡ B ≠ 0 → P ⁡ B ∈ ℝ
8 elunitge0 ⊢ P ⁡ B ∈ 0 1 → 0 ≤ P ⁡ B
9 5 8 syl ⊢ P ∈ Prob ∧ B ∈ dom ⁡ P ∧ P ⁡ B ≠ 0 → 0 ≤ P ⁡ B
10 simp3 ⊢ P ∈ Prob ∧ B ∈ dom ⁡ P ∧ P ⁡ B ≠ 0 → P ⁡ B ≠ 0
11 7 9 10 ne0gt0d ⊢ P ∈ Prob ∧ B ∈ dom ⁡ P ∧ P ⁡ B ≠ 0 → 0 < P ⁡ B
12 7 11 elrpd ⊢ P ∈ Prob ∧ B ∈ dom ⁡ P ∧ P ⁡ B ≠ 0 → P ⁡ B ∈ ℝ +
13 probmeasb ⊢ P ∈ measures ⁡ dom ⁡ P ∧ B ∈ dom ⁡ P ∧ P ⁡ B ∈ ℝ + → a ∈ dom ⁡ P ⟼ P ⁡ a ∩ B P ⁡ B ∈ Prob
14 2 3 12 13 syl3anc ⊢ P ∈ Prob ∧ B ∈ dom ⁡ P ∧ P ⁡ B ≠ 0 → a ∈ dom ⁡ P ⟼ P ⁡ a ∩ B P ⁡ B ∈ Prob
15 3anan32 ⊢ P ∈ Prob ∧ a ∈ dom ⁡ P ∧ B ∈ dom ⁡ P ↔ P ∈ Prob ∧ B ∈ dom ⁡ P ∧ a ∈ dom ⁡ P
16 cndprobval ⊢ P ∈ Prob ∧ a ∈ dom ⁡ P ∧ B ∈ dom ⁡ P → cProb ⁡ P ⁡ a B = P ⁡ a ∩ B P ⁡ B
17 15 16 sylbir ⊢ P ∈ Prob ∧ B ∈ dom ⁡ P ∧ a ∈ dom ⁡ P → cProb ⁡ P ⁡ a B = P ⁡ a ∩ B P ⁡ B
18 17 mpteq2dva ⊢ P ∈ Prob ∧ B ∈ dom ⁡ P → a ∈ dom ⁡ P ⟼ cProb ⁡ P ⁡ a B = a ∈ dom ⁡ P ⟼ P ⁡ a ∩ B P ⁡ B
19 18 eleq1d ⊢ P ∈ Prob ∧ B ∈ dom ⁡ P → a ∈ dom ⁡ P ⟼ cProb ⁡ P ⁡ a B ∈ Prob ↔ a ∈ dom ⁡ P ⟼ P ⁡ a ∩ B P ⁡ B ∈ Prob
20 19 3adant3 ⊢ P ∈ Prob ∧ B ∈ dom ⁡ P ∧ P ⁡ B ≠ 0 → a ∈ dom ⁡ P ⟼ cProb ⁡ P ⁡ a B ∈ Prob ↔ a ∈ dom ⁡ P ⟼ P ⁡ a ∩ B P ⁡ B ∈ Prob
21 14 20 mpbird ⊢ P ∈ Prob ∧ B ∈ dom ⁡ P ∧ P ⁡ B ≠ 0 → a ∈ dom ⁡ P ⟼ cProb ⁡ P ⁡ a B ∈ Prob