← Copula mathematical handbook

A non-strict Archimedean generator

The finite-zero inverse generator max 0 (1-t) represents the lower Fréchet bound. Outer and inner powers give further non-strict bivariate families.

noncomputable def ProbabilityTheory.Copula.truncatedLinearGenerator : BivariateGenerator

The inverse generator of the lower Fréchet bound.

Equations

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@[simp]

theorem ProbabilityTheory.Copula.truncatedLinearGenerator_copula : truncatedLinearGenerator.copula = countermonotonic