Nelsen 7: exact conditional law, xi, CI region and Schur parameter order #
theorem
Papers.AnsariRockel2024.nelsen7_conditionalCDF
(θ v : ↑unitInterval)
:
(fun (u : ↑unitInterval) => (ProbabilityTheory.Copula.nelsen7 θ).conditionalCDF u v) =ᵐ[MeasureTheory.volume]
fun (u : ↑unitInterval) => ProbabilityTheory.Copula.nelsen7ConditionalCDF θ u v
theorem
Papers.AnsariRockel2024.nelsen7_derivative
(θ v : ↑unitInterval)
:
(fun (u : ↑unitInterval) => deriv ((ProbabilityTheory.Copula.nelsen7 θ).cdfSection v) ↑u) =ᵐ[MeasureTheory.volume]
fun (u : ↑unitInterval) => ProbabilityTheory.Copula.nelsen7ConditionalCDF θ u v