English
Let s and f be as above; the average of ite(i∈t, f(i), 0) equals (#(s∩t)/#s) times the average over s∩t of f.
Русский
Пусть s, t и функции f, определения аналогичны; среднее ite(i∈t, f(i), 0) по i∈s равно ((|s∩t|)/|s|) умножить на среднее по s∩t функции f.
LaTeX
$$$$ \\mathbb{E}_{i \\in s} \\mathrm{ite}(i \\in t, f(i), 0) = \\frac{|s \\cap t|}{|s|} \\mathbb{E}_{i \\in s \\cap t} f(i). $$$$
Lean4
theorem expect_ite_mem (s t : Finset ι) (f : ι → M) :
𝔼 i ∈ s, (if i ∈ t then f i else 0) = (#(s ∩ t) / #s : ℚ≥0) • 𝔼 i ∈ s ∩ t, f i :=
by
obtain hst | hst := (s ∩ t).eq_empty_or_nonempty
· simp [expect, hst]
· simp [expect, smul_smul, ← inv_mul_eq_div, hst.card_ne_zero]