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Copula
.
Dependence
.
FGM
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Imports
Init
Copula.Dependence.Rank
Copula.Dependence.TotalPositivity
Copula.Rank.FGM
Imported by
ProbabilityTheory
.
Copula
.
isSI_fgm
ProbabilityTheory
.
Copula
.
isTP2CDF_fgm
ProbabilityTheory
.
Copula
.
isPQD_fgm_iff
ProbabilityTheory
.
Copula
.
isLTD_fgm_iff
ProbabilityTheory
.
Copula
.
isRTI_fgm_iff
ProbabilityTheory
.
Copula
.
isSI_fgm_iff
ProbabilityTheory
.
Copula
.
isTP2CDF_fgm_iff
← Copula mathematical handbook
Exact positive-dependence parameter ranges for FGM copulas
#
source
theorem
ProbabilityTheory
.
Copula
.
isSI_fgm
(
θ
:
ℝ
)
(
hθ
:
|
θ
|
≤
1
)
(
hpos
:
0
≤
θ
)
:
(
fgm
θ
hθ
)
.
IsSI
source
theorem
ProbabilityTheory
.
Copula
.
isTP2CDF_fgm
(
θ
:
ℝ
)
(
hθ
:
|
θ
|
≤
1
)
(
hpos
:
0
≤
θ
)
:
(
fgm
θ
hθ
)
.
IsTP2CDF
source
theorem
ProbabilityTheory
.
Copula
.
isPQD_fgm_iff
(
θ
:
ℝ
)
(
hθ
:
|
θ
|
≤
1
)
:
(
fgm
θ
hθ
)
.
IsPQD
↔
0
≤
θ
source
theorem
ProbabilityTheory
.
Copula
.
isLTD_fgm_iff
(
θ
:
ℝ
)
(
hθ
:
|
θ
|
≤
1
)
:
(
fgm
θ
hθ
)
.
IsLTD
↔
0
≤
θ
source
theorem
ProbabilityTheory
.
Copula
.
isRTI_fgm_iff
(
θ
:
ℝ
)
(
hθ
:
|
θ
|
≤
1
)
:
(
fgm
θ
hθ
)
.
IsRTI
↔
0
≤
θ
source
theorem
ProbabilityTheory
.
Copula
.
isSI_fgm_iff
(
θ
:
ℝ
)
(
hθ
:
|
θ
|
≤
1
)
:
(
fgm
θ
hθ
)
.
IsSI
↔
0
≤
θ
source
theorem
ProbabilityTheory
.
Copula
.
isTP2CDF_fgm_iff
(
θ
:
ℝ
)
(
hθ
:
|
θ
|
≤
1
)
:
(
fgm
θ
hθ
)
.
IsTP2CDF
↔
0
≤
θ