Order properties of the average over a finset #
This is a (beta-reduced) version of the standard lemma Finset.expect_le_expect,
convenient for the gcongr tactic.
Let {a | p a} be an additive subsemigroup of an additive commutative monoid M. If m is a
subadditive function (m (a + b) ≤ m a + m b) preserved under division by a natural, f is a
function valued in that subsemigroup and s is a nonempty set, then
m (𝔼 i ∈ s, f i) ≤ 𝔼 i ∈ s, m (f i).
If m : M → N is a subadditive function (m (a + b) ≤ m a + m b) and s is a nonempty set,
then m (𝔼 i ∈ s, f i) ≤ 𝔼 i ∈ s, m (f i).
Let {a | p a} be a subsemigroup of a commutative monoid M. If m is a subadditive function
(m (x + y) ≤ m x + m y, m 0 = 0) preserved under division by a natural and f is a function
valued in that subsemigroup, then m (𝔼 i ∈ s, f i) ≤ 𝔼 i ∈ s, m (f i).
If m is a subadditive function (m (x + y) ≤ m x + m y, m 0 = 0) preserved under division
by a natural, then m (𝔼 i ∈ s, f i) ≤ 𝔼 i ∈ s, m (f i).
Cauchy-Schwarz inequality in terms of Finset.expect.
Positivity extension for Finset.expect.