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Copula
.
Rank
.
Region
.
CenteredGamma
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Imports
Init
Copula.Rank.Region.Centered
Copula.Rank.Region.TauGamma
Imported by
ProbabilityTheory
.
Copula
.
RankRegion
.
centered_abs_sum
ProbabilityTheory
.
Copula
.
RankRegion
.
centered_gamma
ProbabilityTheory
.
Copula
.
RankRegion
.
centered_reflect_footrule
← Mathematical handbook
Gini gamma and reflected footrule of a centered ordinal sum
#
source
theorem
ProbabilityTheory
.
Copula
.
RankRegion
.
centered_abs_sum
(
C
:
Copula
2
)
(
r
:
↑
unitInterval
)
:
∫
(
x
:
Fin
2
→
↑
unitInterval
)
,
|
↑
(
x
0
)
+
↑
(
x
1
)
-
1
|
∂
(
centered
C
r
)
.
toMeasure
=
(
1
-
↑
r
^
2
)
/
2
+
↑
r
^
2
*
∫
(
x
:
Fin
2
→
↑
unitInterval
)
,
|
↑
(
x
0
)
+
↑
(
x
1
)
-
1
|
∂
C
.
toMeasure
source
theorem
ProbabilityTheory
.
Copula
.
RankRegion
.
centered_gamma
(
C
:
Copula
2
)
(
r
:
↑
unitInterval
)
:
(
centered
C
r
)
.
giniGamma
=
1
-
↑
r
^
2
*
(
1
-
C
.
giniGamma
)
source
theorem
ProbabilityTheory
.
Copula
.
RankRegion
.
centered_reflect_footrule
(
C
:
Copula
2
)
(
r
:
↑
unitInterval
)
:
(
(
centered
C
r
)
.
reflect
{
1
}
)
.
spearmanFootrule
=
-
1
/
2
+
↑
r
^
2
*
(
1
/
2
+
(
C
.
reflect
{
1
}
)
.
spearmanFootrule
)