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Copula.Dependence.FGM

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Exact positive-dependence parameter ranges for FGM copulas #

theorem ProbabilityTheory.Copula.isSI_fgm (θ : ℝ) (hθ : |θ| ≤ 1) (hpos : 0 ≤ θ) :
(fgm θ hθ).IsSI
theorem ProbabilityTheory.Copula.isTP2CDF_fgm (θ : ℝ) (hθ : |θ| ≤ 1) (hpos : 0 ≤ θ) :
(fgm θ hθ).IsTP2CDF
theorem ProbabilityTheory.Copula.isPQD_fgm_iff (θ : ℝ) (hθ : |θ| ≤ 1) :
(fgm θ hθ).IsPQD ↔ 0 ≤ θ
theorem ProbabilityTheory.Copula.isLTD_fgm_iff (θ : ℝ) (hθ : |θ| ≤ 1) :
(fgm θ hθ).IsLTD ↔ 0 ≤ θ
theorem ProbabilityTheory.Copula.isRTI_fgm_iff (θ : ℝ) (hθ : |θ| ≤ 1) :
(fgm θ hθ).IsRTI ↔ 0 ≤ θ
theorem ProbabilityTheory.Copula.isSI_fgm_iff (θ : ℝ) (hθ : |θ| ≤ 1) :
(fgm θ hθ).IsSI ↔ 0 ≤ θ
theorem ProbabilityTheory.Copula.isTP2CDF_fgm_iff (θ : ℝ) (hθ : |θ| ≤ 1) :
(fgm θ hθ).IsTP2CDF ↔ 0 ≤ θ