Metamath Proof Explorer


Theorem dstfrvinc

Description: A cumulative distribution function is nondecreasing. (Contributed by Thierry Arnoux, 11-Feb-2017)

Ref Expression
Hypotheses dstfrv.1 ⊢ ( 𝜑 → 𝑃 ∈ Prob )
dstfrv.2 ⊢ ( 𝜑 → 𝑋 ∈ ( rRndVar ‘ 𝑃 ) )
dstfrv.3 ⊢ ( 𝜑 → 𝐹 = ( 𝑥 ∈ ℝ ↦ ( 𝑃 ‘ ( 𝑋 ∘RV/𝑐 ≤ 𝑥 ) ) ) )
dstfrvinc.1 ⊢ ( 𝜑 → 𝐴 ∈ ℝ )
dstfrvinc.2 ⊢ ( 𝜑 → 𝐵 ∈ ℝ )
dstfrvinc.3 ⊢ ( 𝜑 → 𝐴 ≤ 𝐵 )
Assertion dstfrvinc ( 𝜑 → ( 𝐹 ‘ 𝐴 ) ≤ ( 𝐹 ‘ 𝐵 ) )

Proof

Step Hyp Ref Expression
1 dstfrv.1 ⊢ ( 𝜑 → 𝑃 ∈ Prob )
2 dstfrv.2 ⊢ ( 𝜑 → 𝑋 ∈ ( rRndVar ‘ 𝑃 ) )
3 dstfrv.3 ⊢ ( 𝜑 → 𝐹 = ( 𝑥 ∈ ℝ ↦ ( 𝑃 ‘ ( 𝑋 ∘RV/𝑐 ≤ 𝑥 ) ) ) )
4 dstfrvinc.1 ⊢ ( 𝜑 → 𝐴 ∈ ℝ )
5 dstfrvinc.2 ⊢ ( 𝜑 → 𝐵 ∈ ℝ )
6 dstfrvinc.3 ⊢ ( 𝜑 → 𝐴 ≤ 𝐵 )
7 domprobmeas ⊢ ( 𝑃 ∈ Prob → 𝑃 ∈ ( measures ‘ dom 𝑃 ) )
8 1 7 syl ⊢ ( 𝜑 → 𝑃 ∈ ( measures ‘ dom 𝑃 ) )
9 1 2 4 orvclteel ⊢ ( 𝜑 → ( 𝑋 ∘RV/𝑐 ≤ 𝐴 ) ∈ dom 𝑃 )
10 1 2 5 orvclteel ⊢ ( 𝜑 → ( 𝑋 ∘RV/𝑐 ≤ 𝐵 ) ∈ dom 𝑃 )
11 1 2 4 5 6 orvclteinc ⊢ ( 𝜑 → ( 𝑋 ∘RV/𝑐 ≤ 𝐴 ) ⊆ ( 𝑋 ∘RV/𝑐 ≤ 𝐵 ) )
12 8 9 10 11 measssd ⊢ ( 𝜑 → ( 𝑃 ‘ ( 𝑋 ∘RV/𝑐 ≤ 𝐴 ) ) ≤ ( 𝑃 ‘ ( 𝑋 ∘RV/𝑐 ≤ 𝐵 ) ) )
13 simpr ⊢ ( ( 𝜑 ∧ 𝑥 = 𝐴 ) → 𝑥 = 𝐴 )
14 13 oveq2d ⊢ ( ( 𝜑 ∧ 𝑥 = 𝐴 ) → ( 𝑋 ∘RV/𝑐 ≤ 𝑥 ) = ( 𝑋 ∘RV/𝑐 ≤ 𝐴 ) )
15 14 fveq2d ⊢ ( ( 𝜑 ∧ 𝑥 = 𝐴 ) → ( 𝑃 ‘ ( 𝑋 ∘RV/𝑐 ≤ 𝑥 ) ) = ( 𝑃 ‘ ( 𝑋 ∘RV/𝑐 ≤ 𝐴 ) ) )
16 1 9 probvalrnd ⊢ ( 𝜑 → ( 𝑃 ‘ ( 𝑋 ∘RV/𝑐 ≤ 𝐴 ) ) ∈ ℝ )
17 3 15 4 16 fvmptd ⊢ ( 𝜑 → ( 𝐹 ‘ 𝐴 ) = ( 𝑃 ‘ ( 𝑋 ∘RV/𝑐 ≤ 𝐴 ) ) )
18 simpr ⊢ ( ( 𝜑 ∧ 𝑥 = 𝐵 ) → 𝑥 = 𝐵 )
19 18 oveq2d ⊢ ( ( 𝜑 ∧ 𝑥 = 𝐵 ) → ( 𝑋 ∘RV/𝑐 ≤ 𝑥 ) = ( 𝑋 ∘RV/𝑐 ≤ 𝐵 ) )
20 19 fveq2d ⊢ ( ( 𝜑 ∧ 𝑥 = 𝐵 ) → ( 𝑃 ‘ ( 𝑋 ∘RV/𝑐 ≤ 𝑥 ) ) = ( 𝑃 ‘ ( 𝑋 ∘RV/𝑐 ≤ 𝐵 ) ) )
21 1 10 probvalrnd ⊢ ( 𝜑 → ( 𝑃 ‘ ( 𝑋 ∘RV/𝑐 ≤ 𝐵 ) ) ∈ ℝ )
22 3 20 5 21 fvmptd ⊢ ( 𝜑 → ( 𝐹 ‘ 𝐵 ) = ( 𝑃 ‘ ( 𝑋 ∘RV/𝑐 ≤ 𝐵 ) ) )
23 12 17 22 3brtr4d ⊢ ( 𝜑 → ( 𝐹 ‘ 𝐴 ) ≤ ( 𝐹 ‘ 𝐵 ) )