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Copula.Archimedean.Exponential

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The exponential Archimedean generator and independence #

source
noncomputable def ProbabilityTheory.Copula.exponentialGenerator :
BivariateGenerator

The exponential generator ψ(t) = exp(-t).

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Instances For
    source
    @[simp]
    theorem ProbabilityTheory.Copula.exponentialGenerator_copula :
    exponentialGenerator.copula = independence 2