where Γ is the multivalued function given rise to mX. We have to take into account that given E, each ω ∈ Ω defines a set
on X which is given by {x : P(E|x,ω) = 1} and that coincides with Γ (ω). So we can consider that E also defines mass mX.
Under these conditions, and assuming that E is independent of θ given x and ω, we have that given E the conditional
information on Θ is proportional to π(θ )P(E|θ ), and it is easy to verify that