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Copula.Rank.Frechet

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Spearman's rho of Fréchet and Mardia copulas #

theorem ProbabilityTheory.Copula.spearmanRho_frechet (a b : ℝ) (ha : 0 ≤ a) (hb : 0 ≤ b) (hab : a + b ≤ 1) :
(frechet a b ha hb hab).spearmanRho = a - b