← Copula mathematical handbook

theorem ProbabilityTheory.Copula.RankRegion.XiBlest.Support.normalizedCDF_affine_energy (C : Copula 2) (a b : ℝ) : ∫ (v : ↑unitInterval) (u : ↑unitInterval), (a + b * normalizedCDF C u v) ^ 2 = a ^ 2 + a * b + b ^ 2 * (C.chatterjeeXi + 2) / 6