CDF TP2 under coordinatewise max-products #
theorem
ProbabilityTheory.Copula.IsTP2CDF.maxProduct
{C D : Copula 2}
(hC : C.IsTP2CDF)
(hD : D.IsTP2CDF)
(a : Fin 2 → ↑unitInterval)
:
(C.maxProduct D a).IsTP2CDF
A max-product of TP2 copulas has a TP2 CDF. This result concerns CDFs; it does not transfer MTP2 of Lebesgue densities.
theorem
ProbabilityTheory.Copula.isTP2CDF_marshallOlkin
(α β : ↑unitInterval)
:
(marshallOlkin α β).IsTP2CDF
Marshall–Olkin has a TP2 CDF for all weights, including singular cases. This differs from the separate MTP2-density classification.
The equal-weight Cuadras–Augé subfamily has a TP2 CDF.