2009
DOI: 10.1007/978-3-642-05089-3_28
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Formal Reasoning about Expectation Properties for Continuous Random Variables

Abstract: Abstract. Expectation (average) properties of continuous random variables are widely used to judge performance characteristics in engineering and physical sciences. This paper presents an infrastructure that can be used to formally reason about expectation properties of most of the continuous random variables in a theorem prover. Starting from the relatively complex higher-order-logic definition of expectation, based on Lebesgue integration, we formally verify key expectation properties that allow us to reason… Show more

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Cited by 20 publications
(10 citation statements)
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“…[17,18,19]). Hurd's formalization of probability theory [17] has been utilized to verify sampling algorithms of a number of commonly used discrete [17] and continuous random variables [20] based on their probabilistic and statistical properties [21,22]. Moreover, this formalization has been used to conduct the reliability analysis of a number of applications, such as memory arrays [23], soft errors [24] and electronic components [25].…”
Section: Introductionmentioning
confidence: 99%
“…[17,18,19]). Hurd's formalization of probability theory [17] has been utilized to verify sampling algorithms of a number of commonly used discrete [17] and continuous random variables [20] based on their probabilistic and statistical properties [21,22]. Moreover, this formalization has been used to conduct the reliability analysis of a number of applications, such as memory arrays [23], soft errors [24] and electronic components [25].…”
Section: Introductionmentioning
confidence: 99%
“…A number of higher-order-logic formalizations of probability theory are available in higher-order logic (e.g., [72,73,74]) and have been utilized to verify sampling algorithms of a number of commonly used discrete [72] and continuous random variables [75] based on their probabilistic and statistical properties [76,77]. Moreover, this formalization has been used to conduct the reliability analysis of a number of applications, such as memory arrays [78], soft errors [79], electronic components [80] and oil and gas pipelines [81].…”
Section: Higher-order-logic Theorem Provingmentioning
confidence: 99%
“…The expectation of a continuous random variable has been formally defined in [Hasan, 2009b] using the Lebesgue integral, which has strong relationship with the measure theory fundamentals [Galambos, 1995]. This definition is general enough to cater for both discrete and continuous random variables and is thus far more superior than the commonly used Rieman integral based definition that is only applicable to continuous random variables with well-defined PDF.…”
Section: Statistical Properties For Continuous Random Variablesmentioning
confidence: 99%
“…Though, the main limitation of the Lebesgue integral based definition is the complex reasoning process involved for verifying expectation properties. This limitation has been tackled in [Hasan, 2009b] and the main idea is to verify two relatively simplified expressions for expectation by building on top of the Lebesgue integral based definition. The first expression is for the case when the given continuous random variable is bounded in the positive interval [a,b] and the second one is for an unbounded random variable.…”
Section: Statistical Properties For Continuous Random Variablesmentioning
confidence: 99%