proposition: Lemma cpr_eq_setE X (E : {set A}) (Y : {RV P -> B}) (F : {set B}) : `Pr[ X \in E | Y \in F ] = `Pr_P [ X @^-1: E | Y @^-1: F ].
proof: Proof. by rewrite /cpr_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