Further FGM and Nelsen 7 table entries #
Density TP2 is explicitly distinguished from TP2 of the CDF. The FGM classification below concerns its displayed continuous density, together with a genuine density witness in the nonnegative parameter range.
theorem
Papers.AnsariRockel2024.fgm_density
(θ : ℝ)
(hθ : |θ| ≤ 1)
:
(ProbabilityTheory.Copula.fgm θ hθ).toMeasure = MeasureTheory.volume.withDensity fun (x : Fin 2 → ↑unitInterval) =>
ENNReal.ofReal (1 + θ * (1 - 2 * ↑(x 0)) * (1 - 2 * ↑(x 1)))