diff --git a/theories/probability.v b/theories/probability.v index fb84b7481..1dca96ea6 100644 --- a/theories/probability.v +++ b/theories/probability.v @@ -311,6 +311,15 @@ rewrite mule_natl mule2n oppeD; last by rewrite fin_num_adde_defl// fin_numX. by rewrite addeA subeK// fin_numX. Qed. +Lemma variance_ge0 (X : {RV P >-> R}) : (0 <= 'V_P[X])%E. +Proof. by apply: expectation_ge0 => x; apply: sqr_ge0. Qed. + +Lemma variance_cst r : 'V_P[cst r] = 0%E. +Proof. +rewrite /variance expectation_cst/=. +rewrite [X in 'E_P[X]](_ : _ = cst 0%R) ?expectation_cst//. +by apply/funext => x; rewrite /GRing.exp/GRing.mul/= subrr mulr0. +Qed. End variance. Notation "'V_ P [ X ]" := (variance P X).