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Copula
.
Rank
.
FGM
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Imports
Init
Copula.Families.FGM
Copula.Rank.SpearmanCDF
Imported by
ProbabilityTheory
.
Copula
.
integral_unit_mul_one_sub
ProbabilityTheory
.
Copula
.
integral_unit_sq_mul_one_sub_sq
ProbabilityTheory
.
Copula
.
spearmanRho_fgm
ProbabilityTheory
.
Copula
.
integral_diagonal_fgm
ProbabilityTheory
.
Copula
.
integral_antidiagonal_fgm
ProbabilityTheory
.
Copula
.
spearmanFootrule_fgm
ProbabilityTheory
.
Copula
.
giniGamma_fgm
ProbabilityTheory
.
Copula
.
blomqvistBeta_fgm
← Mathematical handbook
Exact rho, footrule, gamma and beta of the FGM family
#
source
theorem
ProbabilityTheory
.
Copula
.
integral_unit_mul_one_sub
:
∫
(
t
:
↑
unitInterval
)
,
↑
t
*
(
1
-
↑
t
)
=
1
/
6
source
theorem
ProbabilityTheory
.
Copula
.
integral_unit_sq_mul_one_sub_sq
:
∫
(
t
:
↑
unitInterval
)
,
↑
t
^
2
*
(
1
-
↑
t
)
^
2
=
1
/
30
source
theorem
ProbabilityTheory
.
Copula
.
spearmanRho_fgm
(
θ
:
ℝ
)
(
hθ
:
|
θ
|
≤
1
)
:
(
fgm
θ
hθ
)
.
spearmanRho
=
θ
/
3
source
theorem
ProbabilityTheory
.
Copula
.
integral_diagonal_fgm
(
θ
:
ℝ
)
(
hθ
:
|
θ
|
≤
1
)
:
∫
(
t
:
↑
unitInterval
)
,
(
fgm
θ
hθ
)
.
cdf
![
t
,
t
]
=
1
/
3
+
θ
/
30
source
theorem
ProbabilityTheory
.
Copula
.
integral_antidiagonal_fgm
(
θ
:
ℝ
)
(
hθ
:
|
θ
|
≤
1
)
:
∫
(
t
:
↑
unitInterval
)
,
(
fgm
θ
hθ
)
.
cdf
![
t
,
unitInterval.symm
t
]
=
1
/
6
+
θ
/
30
source
theorem
ProbabilityTheory
.
Copula
.
spearmanFootrule_fgm
(
θ
:
ℝ
)
(
hθ
:
|
θ
|
≤
1
)
:
(
fgm
θ
hθ
)
.
spearmanFootrule
=
θ
/
5
source
theorem
ProbabilityTheory
.
Copula
.
giniGamma_fgm
(
θ
:
ℝ
)
(
hθ
:
|
θ
|
≤
1
)
:
(
fgm
θ
hθ
)
.
giniGamma
=
4
*
θ
/
15
source
theorem
ProbabilityTheory
.
Copula
.
blomqvistBeta_fgm
(
θ
:
ℝ
)
(
hθ
:
|
θ
|
≤
1
)
:
(
fgm
θ
hθ
)
.
blomqvistBeta
=
θ
/
4