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Copula
.
Order
.
FGM
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Imports
Init
Copula.Families.FGM
Copula.Order.Rank
Imported by
ProbabilityTheory
.
Copula
.
lowerOrthantLE_fgm_iff
ProbabilityTheory
.
Copula
.
concordanceLE_fgm_iff
← Copula mathematical handbook
Exact parameter ordering of the FGM family
#
source
theorem
ProbabilityTheory
.
Copula
.
lowerOrthantLE_fgm_iff
{
θ
η
:
ℝ
}
(
hθ
:
|
θ
|
≤
1
)
(
hη
:
|
η
|
≤
1
)
:
(
fgm
θ
hθ
)
.
LowerOrthantLE
(
fgm
η
hη
)
↔
θ
≤
η
source
theorem
ProbabilityTheory
.
Copula
.
concordanceLE_fgm_iff
{
θ
η
:
ℝ
}
(
hθ
:
|
θ
|
≤
1
)
(
hη
:
|
η
|
≤
1
)
:
(
fgm
θ
hθ
)
.
ConcordanceLE
(
fgm
η
hη
)
↔
θ
≤
η