proposition: Lemma expectationD (X Y : {RV P >-> R}) : P.-integrable [set: T] (EFin \o X) -> P.-integrable [set: T] (EFin \o Y) -> 'E_P[X \+ Y] = 'E_P[X] + 'E_P[Y].
proof: Proof. by move=> ? ?; rewrite unlock integralD_EFin. Qed.
imports: mathcomp(all_ssreflect) mathcomp(ssralg poly ssrnum ssrint interval finmap) mathcomp(mathcomp_extra boolp classical_sets functions) mathcomp(cardinality) HB(structures) exp numfun lebesgue_measure lebesgue_integral reals ereal signed topology normedtype sequences esum measure exp numfun lebesgue_measure lebesgue_integral