Documentation

Copula.Rank.Region.XiBlest.Paper.HyperbolicCoefficients

← Copula mathematical handbook

Exact coefficient formulas for slopes greater than one #

Equations
  • One or more equations did not get rendered due to their size.
Instances For
    Equations
    • One or more equations did not get rendered due to their size.
    Instances For
      theorem ProbabilityTheory.Copula.RankRegion.XiBlest.extremal_coefficients_hyperbolic (b : ℝ) (hb : 1 < b) :
      (extremalCopula b ⋯).chatterjeeXi = (183 * √((b - 1) / b) - 38 * b * √((b - 1) / b) - 88 * b ^ 2 * √((b - 1) / b) + 112 * b ^ 2 + 48 * b ^ 3 * √((b - 1) / b) - 48 * b ^ 3 - 105 * Real.arcosh √b / b) / 210 ∧ blestNu (extremalCopula b ⋯) = (87 * √((b - 1) / b) / b + 250 * √((b - 1) / b) - 376 * b * √((b - 1) / b) + 448 * b + 144 * b ^ 2 * √((b - 1) / b) - 144 * b ^ 2 - 105 * Real.arcosh √b / b ^ 2) / 420

      Equations (4) and (5), including the b=0 endpoint extension.