proposition: Lemma P_is_probability : P [set: _] = 1%E.
proof: Proof. rewrite P_fssum. rewrite fsbigop.fsbig_finite /=; last exact: finite_setIr. rewrite setTI set_fsetK. by rewrite sumEFin d1. Qed.
imports: HB(structures) mathcomp(all_ssreflect ssralg ssrnum) mathcomp(finmap) Reals mathcomp(mathcomp_extra) mathcomp(classical_sets boolp cardinality Rstruct reals) mathcomp(ereal topology esum measure probability) ssrR realType_ext Reals_ext ssr_ext ssralg_ext bigop_ext fdist convex mathcomp(measure probability)