Tail expectation formula for a non-negative random variable #1731
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
|
@affeldt-aist @t6s |
affeldt-aist
force-pushed
the
tail_expect_nonneg
branch
from
fb1bba2 to
96ce77d
Compare
affeldt-aist
approved these changes
Oct 20, 2025
|
Thank you for the review! |
theories/probability.v
Outdated
|
|
||
| Let mu : {measure set _ -> \bar R} := @lebesgue_measure R. | ||
|
|
||
| Lemma expectation_nonneg_tail (X : {RV P >-> R}) : (forall x, 0 <= X x)%R -> |
There was a problem hiding this comment.
Maybe it is better if this lemma bears the identifier ccdf with a name such as ge0_expectation_ccdf? (The prefix ge0_ is to mark that there is a non-negativity hypothesis.)
|
Thank you for the suggestion. I agree with you. |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
2 participants
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Motivation for this change
This is a useful formula for calculating the expectation of a non-negative random variable.
This formula is indispensable to actuarial mathematics, too.
Checklist
added corresponding entries in
CHANGELOG_UNRELEASED.mdadded corresponding documentation in the headers
Reference: How to document
Merge policy
As a rule of thumb:
all compile are preferentially merged into master.
Reminder to reviewers