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Copula
.
Dependence
.
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Imports
Init
Copula.Transform
Copula.Dependence.TotalPositivity
Imported by
ProbabilityTheory
.
Copula
.
cdf_reindex_swap
ProbabilityTheory
.
Copula
.
reindex_swap_swap
ProbabilityTheory
.
Copula
.
IsPQD
.
reindex_swap
ProbabilityTheory
.
Copula
.
isPQD_reindex_swap_iff
ProbabilityTheory
.
Copula
.
IsTP2CDF
.
reindex_swap
ProbabilityTheory
.
Copula
.
isTP2CDF_reindex_swap_iff
ProbabilityTheory
.
Copula
.
IsTP2CDF
.
isLTD_swap
← Mathematical handbook
Coordinate direction and symmetric dependence properties
#
source
@[simp]
theorem
ProbabilityTheory
.
Copula
.
cdf_reindex_swap
(
C
:
Copula
2
)
(
u
v
:
↑
unitInterval
)
:
(
C
.
reindex
![
1
,
0
]
)
.
cdf
![
u
,
v
]
=
C
.
cdf
![
v
,
u
]
source
theorem
ProbabilityTheory
.
Copula
.
reindex_swap_swap
(
C
:
Copula
2
)
:
(
C
.
reindex
![
1
,
0
]
)
.
reindex
![
1
,
0
]
=
C
source
theorem
ProbabilityTheory
.
Copula
.
IsPQD
.
reindex_swap
{
C
:
Copula
2
}
(
h
:
C
.
IsPQD
)
:
(
C
.
reindex
![
1
,
0
]
)
.
IsPQD
source
theorem
ProbabilityTheory
.
Copula
.
isPQD_reindex_swap_iff
(
C
:
Copula
2
)
:
(
C
.
reindex
![
1
,
0
]
)
.
IsPQD
↔
C
.
IsPQD
source
theorem
ProbabilityTheory
.
Copula
.
IsTP2CDF
.
reindex_swap
{
C
:
Copula
2
}
(
h
:
C
.
IsTP2CDF
)
:
(
C
.
reindex
![
1
,
0
]
)
.
IsTP2CDF
source
theorem
ProbabilityTheory
.
Copula
.
isTP2CDF_reindex_swap_iff
(
C
:
Copula
2
)
:
(
C
.
reindex
![
1
,
0
]
)
.
IsTP2CDF
↔
C
.
IsTP2CDF
source
theorem
ProbabilityTheory
.
Copula
.
IsTP2CDF
.
isLTD_swap
{
C
:
Copula
2
}
(
h
:
C
.
IsTP2CDF
)
:
(
C
.
reindex
![
1
,
0
]
)
.
IsLTD
CDF-TP2 also implies LTD in the opposite coordinate direction.