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Copula.Rank.Region.TauFootruleBeta.Paper.LowerJointFace

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The necessary joint bounds and the entire lower tau face #

At every admissible (footrule,beta) pair, a centered lower seed attains the lower tau bound simultaneously. The upper tau face is a separate obligation.

theorem ProbabilityTheory.Copula.RankRegion.TauFootruleBeta.lower_joint_face_attained (p b : ℝ) (hb : b ∈ Set.Icc (-1) 1) (hpL : 3 / 16 * (1 + b) ^ 2 - 1 / 2 ≤ p) (hpU : p ≤ 1 - 3 / 8 * (1 - b) ^ 2) :
∃ (C : Copula 2), C.spearmanFootrule = p ∧ C.blomqvistBeta = b ∧ C.kendallTau = 4 / 3 * p - 1 / 3