English
Let S ⊆ ι and T ⊆ κ, with i:S→T a bijection. If f : S → M and g : T → M satisfy f(a) = g(i(a)) for all a∈S, then E_{a∈S} f(a) = E_{b∈T} g(b).
Русский
Пусть S ⊆ ι и T ⊆ κ, и i:S→T биекция. Если f:S→M и g:T→M удовлетворяют f(a) = g(i(a)) для всех a∈S, то среднее по S от f равно среднему по T от g.
LaTeX
$$$\exists i:S \to T\ (\text{bijective})\ \wedge (\forall a\in S, f(a) = g(i(a))) \Rightarrow \dfrac{1}{|S|}\sum_{a\in S} f(a) = \dfrac{1}{|T|}\sum_{b\in T} g(b).$$$
Lean4
theorem mul_expect [SMulCommClass ℚ≥0 M M] (s : Finset ι) (f : ι → M) (a : M) : a * 𝔼 i ∈ s, f i = 𝔼 i ∈ s, a * f i :=
by rw [expect, expect, mul_smul_comm, mul_sum]