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Copula.Order.FGMSchur

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Exact Schur ordering of FGM copulas #

Schur order compares absolute parameters. The proof averages a conditional CDF with its measure-preserving reflection and applies convexity.

theorem ProbabilityTheory.Copula.schurLE_fgm_iff {θ η : ℝ} (hθ : |θ| ≤ 1) (hη : |η| ≤ 1) :
(fgm θ hθ).SchurLE (fgm η hη) ↔ |θ| ≤ |η|
theorem ProbabilityTheory.Copula.schurBothLE_fgm_iff {θ η : ℝ} (hθ : |θ| ≤ 1) (hη : |η| ≤ 1) :
(fgm θ hθ).SchurBothLE (fgm η hη) ↔ |θ| ≤ |η|