fact: Definition pr_eq_set (X : {RV P -> A}) (E : {set A}) := locked (Pr P (X @^-1: E)).
imports: mathcomp(all_ssreflect ssralg ssrnum matrix) mathcomp(Rstruct reals) Reals Lra ssrR Reals_ext realType_ext logb ssr_ext ssralg_ext bigop_ext fdist