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Copula.Rank.Region.Moments

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Absolute-displacement moment representations #

These identities apply to arbitrary bivariate copula measures, including singular ones. They connect the CDF-based footrule and gamma definitions to the transport costs used in the rho-footrule and rho-gamma articles.

theorem ProbabilityTheory.Copula.RankRegion.gamma_eq_abs_moments (C : Copula 2) :
C.giniGamma = 2 * ∫ (x : Fin 2 → ↑unitInterval), |↑(x 0) + ↑(x 1) - 1| - |↑(x 0) - ↑(x 1)| ∂C.toMeasure