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<span class="kw">let </span><font color="Maroon" title="c1">Omega</font> be  non  <a href="xboole_0.html#V1" title="XBOOLE_0:attr.1">empty</a>   <a href="hidden.html#M1" title="HIDDEN:mode.1">set</a> ; <a class="txt" onclick="hs(this)" href="javascript:()"><span class="comment"><font color="Red">::  thesis: </font></span></a><span class="hide"> for <font color="Olive" title="b1">Sigma</font> being  <a href="prob_1.html#NM3" title="PROB_1:NM.3">SigmaField</a> of <font color="Maroon" title="c1">Omega</font><br/> for <font color="Olive" title="b2">P</font> being   <a href="prob_1.html#M2" title="PROB_1:mode.2">Probability</a> of <font color="Olive" title="b1">Sigma</font><br/> for <font color="Olive" title="b3">f</font>, <font color="Olive" title="b4">g</font> being   <a href="random_1.html#M1" title="RANDOM_1:mode.1">Real-Valued-Random-Variable</a> of <font color="Olive" title="b1">Sigma</font>  st <font color="Olive" title="b3">f</font> <a href="random_1.html#R1" title="RANDOM_1:pred.1">is_integrable_on</a> <font color="Olive" title="b2">P</font> &amp; <font color="Olive" title="b4">g</font> <a href="random_1.html#R1" title="RANDOM_1:pred.1">is_integrable_on</a> <font color="Olive" title="b2">P</font> holds <br/> <a href="random_1.html#K8" title="RANDOM_1:func.8">expect</a> <span class="p1">(<span class="default"><font color="Olive" title="b3">f</font> <a href="random_1.html#K4" title="RANDOM_1:func.4">-</a> <font color="Olive" title="b4">g</font></span>)</span>,<font color="Olive" title="b2">P</font> <a href="hidden.html#R1" title="HIDDEN:pred.1">=</a> <span class="p1">(<span class="default"><a href="random_1.html#K8" title="RANDOM_1:func.8">expect</a> <font color="Olive" title="b3">f</font>,<font color="Olive" title="b2">P</font></span>)</span> <a href="real_1.html#K9" title="REAL_1:func.9">-</a> <span class="p1">(<span class="default"><a href="random_1.html#K8" title="RANDOM_1:func.8">expect</a> <font color="Olive" title="b4">g</font>,<font color="Olive" title="b2">P</font></span>)</span></span><br/><span class="kw">let </span><font color="Maroon" title="c2">Sigma</font> be   <a href="prob_1.html#NM3" title="PROB_1:NM.3">SigmaField</a> of <font color="Maroon" title="c1">Omega</font>; <a class="txt" onclick="hs(this)" href="javascript:()"><span class="comment"><font color="Red">::  thesis: </font></span></a><span class="hide"> for <font color="Olive" title="b1">P</font> being   <a href="prob_1.html#M2" title="PROB_1:mode.2">Probability</a> of <font color="Maroon" title="c2">Sigma</font><br/> for <font color="Olive" title="b2">f</font>, <font color="Olive" title="b3">g</font> being   <a href="random_1.html#M1" title="RANDOM_1:mode.1">Real-Valued-Random-Variable</a> of <font color="Maroon" title="c2">Sigma</font>  st <font color="Olive" title="b2">f</font> <a href="random_1.html#R1" title="RANDOM_1:pred.1">is_integrable_on</a> <font color="Olive" title="b1">P</font> &amp; <font color="Olive" title="b3">g</font> <a href="random_1.html#R1" title="RANDOM_1:pred.1">is_integrable_on</a> <font color="Olive" title="b1">P</font> holds <br/> <a href="random_1.html#K8" title="RANDOM_1:func.8">expect</a> <span class="p1">(<span class="default"><font color="Olive" title="b2">f</font> <a href="random_1.html#K4" title="RANDOM_1:func.4">-</a> <font color="Olive" title="b3">g</font></span>)</span>,<font color="Olive" title="b1">P</font> <a href="hidden.html#R1" title="HIDDEN:pred.1">=</a> <span class="p1">(<span class="default"><a href="random_1.html#K8" title="RANDOM_1:func.8">expect</a> <font color="Olive" title="b2">f</font>,<font color="Olive" title="b1">P</font></span>)</span> <a href="real_1.html#K9" title="REAL_1:func.9">-</a> <span class="p1">(<span class="default"><a href="random_1.html#K8" title="RANDOM_1:func.8">expect</a> <font color="Olive" title="b3">g</font>,<font color="Olive" title="b1">P</font></span>)</span></span><br/><span class="kw">let </span><font color="Maroon" title="c3">P</font> be    <a href="prob_1.html#M2" title="PROB_1:mode.2">Probability</a> of <font color="Maroon" title="c2">Sigma</font>; <a class="txt" onclick="hs(this)" href="javascript:()"><span class="comment"><font color="Red">::  thesis: </font></span></a><span class="hide"> for <font color="Olive" title="b1">f</font>, <font color="Olive" title="b2">g</font> being   <a href="random_1.html#M1" title="RANDOM_1:mode.1">Real-Valued-Random-Variable</a> of <font color="Maroon" title="c2">Sigma</font>  st <font color="Olive" title="b1">f</font> <a href="random_1.html#R1" title="RANDOM_1:pred.1">is_integrable_on</a> <font color="Maroon" title="c3">P</font> &amp; <font color="Olive" title="b2">g</font> <a href="random_1.html#R1" title="RANDOM_1:pred.1">is_integrable_on</a> <font color="Maroon" title="c3">P</font> holds <br/> <a href="random_1.html#K8" title="RANDOM_1:func.8">expect</a> <span class="p1">(<span class="default"><font color="Olive" title="b1">f</font> <a href="random_1.html#K4" title="RANDOM_1:func.4">-</a> <font color="Olive" title="b2">g</font></span>)</span>,<font color="Maroon" title="c3">P</font> <a href="hidden.html#R1" title="HIDDEN:pred.1">=</a> <span class="p1">(<span class="default"><a href="random_1.html#K8" title="RANDOM_1:func.8">expect</a> <font color="Olive" title="b1">f</font>,<font color="Maroon" title="c3">P</font></span>)</span> <a href="real_1.html#K9" title="REAL_1:func.9">-</a> <span class="p1">(<span class="default"><a href="random_1.html#K8" title="RANDOM_1:func.8">expect</a> <font color="Olive" title="b2">g</font>,<font color="Maroon" title="c3">P</font></span>)</span></span><br/><span class="kw">let </span><font color="Maroon" title="c4">f</font>, <font color="Maroon" title="c5">g</font> be    <a href="random_1.html#M1" title="RANDOM_1:mode.1">Real-Valued-Random-Variable</a> of <font color="Maroon" title="c2">Sigma</font>; <a class="txt" onclick="hs(this)" href="javascript:()"><span class="comment"><font color="Red">::  thesis: </font></span></a><span class="hide"> ( <font color="Maroon" title="c4">f</font> <a href="random_1.html#R1" title="RANDOM_1:pred.1">is_integrable_on</a> <font color="Maroon" title="c3">P</font> &amp; <font color="Maroon" title="c5">g</font> <a href="random_1.html#R1" title="RANDOM_1:pred.1">is_integrable_on</a> <font color="Maroon" title="c3">P</font> implies  <a href="random_1.html#K8" title="RANDOM_1:func.8">expect</a> <span class="p1">(<span class="default"><font color="Maroon" title="c4">f</font> <a href="random_1.html#K4" title="RANDOM_1:func.4">-</a> <font color="Maroon" title="c5">g</font></span>)</span>,<font color="Maroon" title="c3">P</font> <a href="hidden.html#R1" title="HIDDEN:pred.1">=</a> <span class="p1">(<span class="default"><a href="random_1.html#K8" title="RANDOM_1:func.8">expect</a> <font color="Maroon" title="c4">f</font>,<font color="Maroon" title="c3">P</font></span>)</span> <a href="real_1.html#K9" title="REAL_1:func.9">-</a> <span class="p1">(<span class="default"><a href="random_1.html#K8" title="RANDOM_1:func.8">expect</a> <font color="Maroon" title="c5">g</font>,<font color="Maroon" title="c3">P</font></span>)</span> )</span><br/>









<span class="kw">assume </span><span class="kw">that </span><br/><a NAME="E1:51"/><span class="lab"><font color="Green" title="E39">A1</font></span>: 
<font color="Maroon" title="c4">f</font> <a href="random_1.html#R1" title="RANDOM_1:pred.1">is_integrable_on</a> <font color="Maroon" title="c3">P</font>
 <span class="kw">and </span><br/><a NAME="E2:51"/><span class="lab"><font color="Green" title="E40">A2</font></span>: 
<font color="Maroon" title="c5">g</font> <a href="random_1.html#R1" title="RANDOM_1:pred.1">is_integrable_on</a> <font color="Maroon" title="c3">P</font>
 ; <a class="txt" onclick="hs(this)" href="javascript:()"><span class="comment"><font color="Red">::  thesis: </font></span></a><span class="hide">  <a href="random_1.html#K8" title="RANDOM_1:func.8">expect</a> <span class="p1">(<span class="default"><font color="Maroon" title="c4">f</font> <a href="random_1.html#K4" title="RANDOM_1:func.4">-</a> <font color="Maroon" title="c5">g</font></span>)</span>,<font color="Maroon" title="c3">P</font> <a href="hidden.html#R1" title="HIDDEN:pred.1">=</a> <span class="p1">(<span class="default"><a href="random_1.html#K8" title="RANDOM_1:func.8">expect</a> <font color="Maroon" title="c4">f</font>,<font color="Maroon" title="c3">P</font></span>)</span> <a href="real_1.html#K9" title="REAL_1:func.9">-</a> <span class="p1">(<span class="default"><a href="random_1.html#K8" title="RANDOM_1:func.8">expect</a> <font color="Maroon" title="c5">g</font>,<font color="Maroon" title="c3">P</font></span>)</span></span><br/>

<a NAME="E3:51"/>
<font color="Maroon" title="c5">g</font> <a href="mesfunc6.html#R3" title="MESFUNC6:pred.3">is_integrable_on</a>  <a href="prob_4.html#K2" title="PROB_4:func.2">P2M</a> <font color="Maroon" title="c3">P</font>
 
<span class="kw">by</span> <span class="lab"><a class="txt" href="#E2:51"><span class="lab"><font color="Green" title="E40">A2</font></span></a>, <a class="ref" href="random_1.html#D3" target="_self" title="RANDOM_1:def.3">Def3</a></span>;<br/>
<a NAME="E4:51"/><span class="kw">then </span>
<span class="p1">(<span class="default"><a href="real_1.html#K1" title="REAL_1:func.1">-</a> 1</span>)</span> <a href="random_1.html#K5" title="RANDOM_1:func.5">(#)</a> <font color="Maroon" title="c5">g</font> <a href="mesfunc6.html#R3" title="MESFUNC6:pred.3">is_integrable_on</a>  <a href="prob_4.html#K2" title="PROB_4:func.2">P2M</a> <font color="Maroon" title="c3">P</font>
 
<span class="kw">by</span> <span class="lab"><a class="ref" href="mesfunc6.html#T102" title="MESFUNC6:th.102">MESFUNC6:102</a></span>;<br/>
<a NAME="E5:51"/><span class="kw">then </span>
<span class="p1">(<span class="default"><a href="real_1.html#K1" title="REAL_1:func.1">-</a> 1</span>)</span> <a href="random_1.html#K5" title="RANDOM_1:func.5">(#)</a> <font color="Maroon" title="c5">g</font> <a href="random_1.html#R1" title="RANDOM_1:pred.1">is_integrable_on</a> <font color="Maroon" title="c3">P</font>
 
<span class="kw">by</span> <span class="lab"><a class="ref" href="random_1.html#D3" target="_self" title="RANDOM_1:def.3">Def3</a></span>;<br/>
<span class="kw">hence </span> <a href="random_1.html#K8" title="RANDOM_1:func.8">expect</a> <span class="p1">(<span class="default"><font color="Maroon" title="c4">f</font> <a href="random_1.html#K4" title="RANDOM_1:func.4">-</a> <font color="Maroon" title="c5">g</font></span>)</span>,<font color="Maroon" title="c3">P</font> = 
<span class="p1">(<span class="default"><a href="random_1.html#K8" title="RANDOM_1:func.8">expect</a> <font color="Maroon" title="c4">f</font>,<font color="Maroon" title="c3">P</font></span>)</span> <a href="real_1.html#K7" title="REAL_1:func.7">+</a> <span class="p1">(<span class="default"><a href="random_1.html#K8" title="RANDOM_1:func.8">expect</a> <span class="p2">(<span class="default"><span class="p3">(<span class="default"><a href="real_1.html#K1" title="REAL_1:func.1">-</a> 1</span>)</span> <a href="random_1.html#K5" title="RANDOM_1:func.5">(#)</a> <font color="Maroon" title="c5">g</font></span>)</span>,<font color="Maroon" title="c3">P</font></span>)</span>
<span class="kw">by</span> <span class="lab"><a class="txt" href="#E1:51"><span class="lab"><font color="Green" title="E39">A1</font></span></a>, <a class="ref" href="random_1.html#T26" target="_self" title="RANDOM_1:th.26">Th26</a></span>
<br/>.= 
<span class="p1">(<span class="default"><a href="random_1.html#K8" title="RANDOM_1:func.8">expect</a> <font color="Maroon" title="c4">f</font>,<font color="Maroon" title="c3">P</font></span>)</span> <a href="real_1.html#K7" title="REAL_1:func.7">+</a> <span class="p1">(<span class="default"><span class="p2">(<span class="default"><a href="real_1.html#K1" title="REAL_1:func.1">-</a> 1</span>)</span> <a href="real_1.html#K8" title="REAL_1:func.8">*</a> <span class="p2">(<span class="default"><a href="random_1.html#K8" title="RANDOM_1:func.8">expect</a> <font color="Maroon" title="c5">g</font>,<font color="Maroon" title="c3">P</font></span>)</span></span>)</span>
<span class="kw">by</span> <span class="lab"><a class="txt" href="#E2:51"><span class="lab"><font color="Green" title="E40">A2</font></span></a>, <a class="ref" href="random_1.html#T27" target="_self" title="RANDOM_1:th.27">Th27</a></span>
<br/>.= 
<span class="p1">(<span class="default"><a href="random_1.html#K8" title="RANDOM_1:func.8">expect</a> <font color="Maroon" title="c4">f</font>,<font color="Maroon" title="c3">P</font></span>)</span> <a href="real_1.html#K9" title="REAL_1:func.9">-</a> <span class="p1">(<span class="default"><a href="random_1.html#K8" title="RANDOM_1:func.8">expect</a> <font color="Maroon" title="c5">g</font>,<font color="Maroon" title="c3">P</font></span>)</span>

;<br/> <a class="txt" onclick="hs(this)" href="javascript:()"><span class="comment"><font color="Red">::  thesis: </font></span></a><span class="hide"> verum</span><br/>


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