inductive mynat : Type | O : mynat | S : mynat → mynat deriving DecidableEq open mynat def mynat_add : mynat → mynat → mynat | O, m => m | (S n'), m => S (mynat_add n' m) theorem mynat_add_O_left (m : mynat) : mynat_add O m = m := rfl theorem mynat_add_S_left (n m : mynat) : mynat_add (S n) m = S (mynat_add n m) := rfl inductive mylist (A : Type) : Type := by sorry namespace mylist notation h "::L" t => mylist.consL h t def mapL {A B : Type} (f : A → B) : mylist A → mylist B | mylist.nilL => mylist.nilL | (x ::L xs) => f x ::L mapL f xs def fold_add {R : Type} (add : R → R → R) (z : R) : mylist R → R | mylist.nilL => z | (x ::L xs) => add x (fold_add add z xs) end mylist open mylist inductive InL {A : Type} (x : A) : mylist A → Prop | In_head : ∀ xs, InL x (x ::L xs) | In_tail : ∀ y xs, InL (x := x) xs → InL (x := x) (y ::L xs) inductive NoDupL {A : Type} : mylist A → Prop | ND_nil : NoDupL mylist.nilL | ND_cons : ∀ x xs, (¬ InL x xs) → NoDupL xs → NoDupL (x ::L xs) class ring (R : Type) where (zero : R) (opp : R → R) (one : R) (add : R → R → R) (mul : R → R → R) (one_neq_zero : one ≠ zero) (add_comm : ∀ x y, add x y = add y x) (add_assoc : ∀ x y z, add (add x y) z = add x (add y z)) (add_zero : ∀ x, add x zero = x) (add_opp : ∀ x, add x (opp x) = zero) (mul_comm : ∀ x y, mul x y = mul y x) (mul_assoc : ∀ x y z, mul (mul x y) z = mul x (mul y z)) (mul_one : ∀ x, mul x one = x) (dist_l : ∀ x y z, mul x (add y z) = add (mul x y) (mul x z)) (mul_zero : ∀ x, mul x zero = zero) (no_zero_div : ∀ x y, mul x y = zero → x = zero ∨ y = zero) notation:35 "-R " x => ring.opp x section Probability variable {R : Type} [rR : ring R] variable {Ω : Type} def event (Ω : Type) := Ω → Prop def ev_false : event Ω := fun _ => False def ev_true : event Ω := fun _ => True def ev_inter (A B : event Ω) : event Ω := fun ω => A ω ∧ B ω def ev_union (A B : event Ω) : event Ω := fun ω => A ω ∨ B ω def ev_compl (A : event Ω) : event Ω := fun ω => ¬ A ω def ev_diff (A B : event Ω) : event Ω := fun ω => A ω ∧ ¬ B ω theorem ev_inter_comm (A B : event Ω) : ∀ ω, (ev_inter A B) ω ↔ (ev_inter B A) ω := by sorry theorem ev_union_comm (A B : event Ω) : ∀ ω, (ev_union A B) ω ↔ (ev_union B A) ω := by sorry theorem ev_inter_assoc (A B C : event Ω) : ∀ ω, (ev_inter (ev_inter A B) C) ω ↔ (ev_inter A (ev_inter B C)) ω := by sorry theorem ev_union_assoc (A B C : event Ω) : ∀ ω, (ev_union (ev_union A B) C) ω ↔ (ev_union A (ev_union B C)) ω := by sorry theorem ev_inter_distrib_left (A B C : event Ω) : ∀ ω, (ev_inter A (ev_union B C)) ω ↔ (ev_union (ev_inter A B) (ev_inter A C)) ω := by sorry def disjoint (A B : event Ω) : Prop := ∀ ω, ¬ ((ev_inter A B) ω) def pairwise_disjoint : mylist (event Ω) → Prop | mylist.nilL => True | (_ ::L mylist.nilL) => True | (A ::L (B ::L xs)) => disjoint A B ∧ (∀ C, InL C (B ::L xs) → disjoint A C) ∧ pairwise_disjoint (B ::L xs) def bigUnion : mylist (event Ω) → event Ω | mylist.nilL => ev_false | (A ::L xs) => ev_union A (bigUnion xs) variable (prob : event Ω → R) axiom prob_ext : ∀ {A B : event Ω}, (∀ ω, A ω ↔ B ω) → prob A = prob B axiom prob_false : prob ev_false = rR.zero axiom prob_true : prob ev_true = rR.one axiom prob_union : ∀ (A B : event Ω), prob (ev_union A B) = rR.add (prob A) (rR.add (prob B) (rR.opp (prob (ev_inter A B)))) axiom prob_compl : ∀ (A : event Ω), prob (ev_compl A) = rR.add rR.one (rR.opp (prob A)) axiom em : ∀ p : Prop, p ∨ ¬ p axiom cprob : event Ω → event Ω → R axiom cprob_mul : ∀ A B, prob (ev_inter A B) = rR.mul (cprob A B) (prob B) def indep (A B : event Ω) : Prop := prob (ev_inter A B) = rR.mul (prob A) (prob B) local notation:55 x " -R " y => rR.add x (rR.opp y) axiom opp_zero : rR.opp rR.zero = rR.zero axiom opp_opp : ∀ x, rR.opp (rR.opp x) = x axiom opp_mul_right : ∀ x y, rR.mul x (rR.opp y) = rR.opp (rR.mul x y) axiom opp_mul_left : ∀ x y, rR.mul (rR.opp x) y = rR.opp (rR.mul x y) axiom prob_union_disjoint : ∀ (A B : event Ω), disjoint A B → prob (ev_union A B) = rR.add (prob A) (prob B) axiom disjoint_head_tail : ∀ (A : event Ω) (xs : mylist (event Ω)), pairwise_disjoint (A ::L xs) → disjoint A (bigUnion xs) theorem prob_union_comm (A B : event Ω) : prob (ev_union A B) = prob (ev_union B A) := by sorry theorem prob_union_idem (A : event Ω) : prob (ev_union A A) = prob A := by sorry theorem prob_diff (A B : event Ω) : prob (ev_diff A B) = prob A -R prob (ev_inter A B) := by sorry theorem bayes_symm (A B : event Ω) : rR.mul (cprob A B) (prob B) = rR.mul (cprob B A) (prob A) := by sorry theorem law_total_prob (A B : event Ω) : prob A = rR.add (rR.mul (cprob A B) (prob B)) (rR.mul (cprob A (ev_compl B)) (prob (ev_compl B))) := by sorry theorem prob_union_indep (A B : event Ω) : indep (prob := prob) A B → prob (ev_union A B) = rR.add (prob A) (rR.add (prob B) (rR.opp (rR.mul (prob A) (prob B)))) := by sorry theorem indep_compl_right (A B : event Ω) : indep (prob := prob) A B → indep (prob := prob) A (ev_compl B) := by sorry theorem indep_symm (A B : event Ω) : indep (prob := prob) A B → indep (prob := prob) B A := by sorry theorem indep_compl_left (A B : event Ω) : indep (prob := prob) A B → indep (prob := prob) (ev_compl A) B := by sorry axiom indep_compl_both (A B : event Ω) : indep (prob := prob) A B → indep (prob := prob) (ev_compl A) (ev_compl B) theorem prob_bigUnion_disjoint (xs : mylist (event Ω)) (hp : pairwise_disjoint xs) : prob (bigUnion xs) = mylist.fold_add rR.add rR.zero (mylist.mapL prob xs) := by sorry theorem prob_bigUnion_disjoint_zero (xs : mylist (event Ω)) (hp : pairwise_disjoint xs) (hzero : ∀ A, InL A xs → prob A = rR.zero) : prob (bigUnion xs) = rR.zero := by sorry axiom inclusion_exclusion_three (A B C : event Ω) : prob (ev_union (ev_union A B) C) = rR.add (prob A) (rR.add (prob B) (rR.add (prob C) (rR.opp (rR.add (prob (ev_inter A B)) (rR.add (prob (ev_inter A C)) (rR.add (prob (ev_inter B C)) (rR.opp (prob (ev_inter (ev_inter A B) C))))))))) end Probability