proposition: Lemma pr_eq_setE (X : {RV P -> A}) (E : {set A}) : `Pr[ X \in E ] = Pr P (X @^-1: E).
proof: Proof. by rewrite /pr_eq_set; unlock. Qed.
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