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Copula
.
Rank
.
Region
.
ChainSums
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Imports
Init
Mathlib.Tactic
Mathlib.Algebra.BigOperators.Ring.Finset
Imported by
ProbabilityTheory
.
Copula
.
RankRegion
.
weighted_chain_sum
← Copula mathematical handbook
source
theorem
ProbabilityTheory
.
Copula
.
RankRegion
.
weighted_chain_sum
(
N
:
ℕ
)
(
B
:
ℕ
→
ℝ
)
:
∑
k
∈
Finset.range
N
, ((
↑
N
-
↑
k
)
*
B
k
+
(
↑
k
+
1
)
*
B
(
k
+
1
)
)
=
↑
N
*
∑
k
∈
Finset.range
(
N
+
1
)
,
B
k
Adjacent paths add to a constant density, including the two endpoints.