proposition: Lemma Pr_union_disj E1 E2 : [disjoint E1 & E2] -> Pr (E1 :|: E2) = Pr E1 + Pr E2.
proof: Proof. by move=> ?; rewrite -bigU //=; apply eq_bigl => a; rewrite inE. 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