Table 6: signed Clayton Kendall tau and positive Clayton Chatterjee xi #
theorem
Papers.AnsariRockel2024.clayton_positive_conditionalCDF
{θ : ℝ}
(hθ : 0 < θ)
(v : ↑unitInterval)
(hv : 0 < ↑v)
:
(fun (u : ↑unitInterval) => (ProbabilityTheory.Copula.clayton 2 θ hθ).conditionalCDF u v) =ᵐ[MeasureTheory.volume]
fun (u : ↑unitInterval) => Verification.claytonPartial θ ↑u ↑v
theorem
Papers.AnsariRockel2024.clayton_negative_conditionalCDF
{θ : ℝ}
(hmin : -1 < θ)
(hmax : θ < 0)
(v : ↑unitInterval)
(hv : 0 < ↑v)
:
(fun (u : ↑unitInterval) =>
(ProbabilityTheory.Copula.claytonNegative θ ⋯ hmax).conditionalCDF u v) =ᵐ[MeasureTheory.volume]
fun (u : ↑unitInterval) => Verification.claytonNegativePartial θ ↑u ↑v
theorem
Papers.AnsariRockel2024.clayton_negative_kendallTau
{θ : ℝ}
(hmin : -1 ≤ θ)
(hmax : θ < 0)
:
theorem
Papers.AnsariRockel2024.clayton_positive_chatterjeeXi
{θ : ℝ}
(hθ : 0 < θ)
:
(ProbabilityTheory.Copula.clayton 2 θ hθ).chatterjeeXi = (6 * ∫ (v : ↑unitInterval), Verification.eulerHypergeometric (1 / θ) (2 + 2 / θ) (1 / θ + 1) (1 - ↑v ^ (-θ))) - 2