English
If f and g are identically distributed, then their e-variance equality holds; in particular, evariance(f, μ) = evariance(g, ν).
Русский
Если f и g identically distributed, то e-variance равна: evariance(f, μ) = evariance(g, ν).
LaTeX
$$$\text{IdentDistrib } f g μ ν \Rightarrow evariance f μ = evariance g ν$$$
Lean4
theorem iIndepSets_iff (π : ι → Set (Set Ω)) (μ : Measure Ω) :
iIndepSets π μ ↔
∀ (s : Finset ι) {f : ι → Set Ω} (_H : ∀ i, i ∈ s → f i ∈ π i), μ (⋂ i ∈ s, f i) = ∏ i ∈ s, μ (f i) :=
by simp only [iIndepSets, Kernel.iIndepSets, ae_dirac_eq, Filter.eventually_pure, Kernel.const_apply]