proposition: Lemma jcPr_union_eq E1 E2 F : \Pr_[E1 :|: E2 | F] = \Pr_[E1 | F] + \Pr_[E2 | F] - \Pr_[E1 :&: E2 | F].
proof: Proof. by rewrite jcPrE UsetT cPr_union_eq !jcPrE IsetT. Qed.
imports: mathcomp(all_ssreflect ssralg matrix) mathcomp(Rstruct) Reals ssrR realType_ext Reals_ext logb ssr_ext ssralg_ext bigop_ext fdist proba