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normal_prob cont./reproductive property#1955

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affeldt-aist wants to merge 2 commits into
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affeldt-aist:normal_20260426
Open

normal_prob cont./reproductive property#1955
affeldt-aist wants to merge 2 commits into
math-comp:masterfrom
affeldt-aist:normal_20260426

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@affeldt-aist affeldt-aist commented Apr 27, 2026

Motivation for this change

This PR provides a proof of the continuity of normal_prob and of the reproductive
property of normal distribution:
Screenshot 2026-04-27 at 11 00 37

This is taken from the PR #1712
and it relies on the field tactic (fyi: @proux01 )

Checklist
  • added corresponding entries in CHANGELOG_UNRELEASED.md
  • added corresponding documentation in the headers

Reference: How to document

Merge policy

As a rule of thumb:

  • PRs with several commits that make sense individually and that
    all compile are preferentially merged into master.
  • PRs with disorganized commits are very likely to be squash-rebased.
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@affeldt-aist affeldt-aist added this to the 1.17.0 milestone Apr 27, 2026
@affeldt-aist affeldt-aist added the enhancement ✨ This issue/PR is about adding new features enhancing the library label Apr 27, 2026
Co-authored-by: IshiguroYoshihiro <jb.15r.1213@s.thers.ac.jp>
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It looks good for me.
I think there is some room for generalization on auxiliary lemmas, but I don't think it need to block this PR.


End normal_probability.

Section ge0_integration_by_substitution_shift.
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I think it's better to move this section to ftc.v.

Comment on lines +87 to +88
Lemma normal_fun_shift m s x :
normal_fun (shift m x) s (shift m x) = normal_fun m s m.
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this can be generalized.

Lemma normal_fun_shift m s x t :
  normal_fun (shift m t) s (shift x t) = normal_fun m s x.
Proof. by rewrite [in LHS]/normal_fun/= (addrC t x) addrKA. Qed.

Proof. by apply/funext => x/=; rewrite /normal_fun/= subr0. Qed.

Definition normal_peak s := (sqrtr (s ^+ 2 * pi *+ 2))^-1.
Lemma normal_funN m s : normal_fun (- m) s (- m) = normal_fun m s m.
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This lemma can be generalized.

Lemma normal_funN m s x : normal_fun (- m) s (- x) = normal_fun m s x.
Proof. by rewrite /normal_fun -opprD sqrrN. Qed.

Comment on lines +83 to +84
Lemma normal_fun_center_new m s x :
normal_fun (center m x) s (center m x) = normal_fun m s m.
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this can be generalized and have simple proof using normal_fun_shift.

Lemma normal_fun_center_new m s x t:
  normal_fun (center m t) s (center x t) = normal_fun m s x.
Proof. by rewrite normal_fun_shift normal_funN. Qed.

Comment on lines +142 to +148
Lemma normal_pdf0_center m s x :
normal_pdf0 (center m x) s (center m x) = normal_pdf0 m s m.
Proof. by rewrite /normal_pdf0 normal_fun_center_new. Qed.

Lemma normal_pdf0_shift m s x :
normal_pdf0 (shift m x) s (shift m x) = normal_pdf0 m s m.
Proof. by rewrite /normal_pdf0 normal_fun_shift. Qed.
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these lemmas also can be generalized.

Lemma normal_pdf0_center m s x t :
  normal_pdf0 (center m t) s (center x t) = normal_pdf0 m s x.
Proof. by rewrite /normal_pdf0 normal_fun_center_new. Qed.

Lemma normal_pdf0_shift m s x t :
  normal_pdf0 (shift m t) s (shift x t) = normal_pdf0 m s x.
Proof. by rewrite /normal_pdf0 normal_fun_shift. Qed.


End normal_prob_lemmas.

Section emeasurable_bounded_integrable.
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I think that this section have to be moved to lebesgue_integral_theory/lebesgue_integrable.v.

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