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Copula.Order.FGM

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Exact parameter ordering of the FGM family #

theorem ProbabilityTheory.Copula.lowerOrthantLE_fgm_iff {θ η : ℝ} (hθ : |θ| ≤ 1) (hη : |η| ≤ 1) :
(fgm θ hθ).LowerOrthantLE (fgm η hη) ↔ θ ≤ η
theorem ProbabilityTheory.Copula.concordanceLE_fgm_iff {θ η : ℝ} (hθ : |θ| ≤ 1) (hη : |η| ≤ 1) :
(fgm θ hθ).ConcordanceLE (fgm η hη) ↔ θ ≤ η