theorem
Papers.AnsariRockel2024.student_one_isCI
(ν : ℝ)
(hν : 0 < ν)
:
(Verification.studentBivariate 1 ⋯ ν hν).IsCI
theorem
Papers.AnsariRockel2024.student_negative_one_isCD
(ν : ℝ)
(hν : 0 < ν)
:
(Verification.studentBivariate (-1) ⋯ ν hν).IsCD
theorem
Papers.AnsariRockel2024.student_marginal
(r : ℝ)
(hr : r ∈ Set.Icc (-1) 1)
(ν : ℝ)
(hν : 0 < ν)
(i : Fin 2)
:
ProbabilityTheory.Copula.marginal (ProbabilityTheory.Copula.studentTLaw (Verification.bivariateCorrelation r) ν hν) i = MeasureTheory.Measure.map (fun (p : ℝ × ℝ) => (√p.2)⁻¹ * p.1)
((ProbabilityTheory.gaussianReal 0 1).prod ↑(ProbabilityTheory.gammaProbability (ν / 2) (ν / 2) ⋯ ⋯))
theorem
Papers.AnsariRockel2024.student_marginal_cdf
(r : ℝ)
(hr : r ∈ Set.Icc (-1) 1)
(ν : ℝ)
(hν : 0 < ν)
(i : Fin 2)
(a : ℝ)
:
↑(ProbabilityTheory.cdf
(ProbabilityTheory.Copula.marginal
(ProbabilityTheory.Copula.studentTLaw (Verification.bivariateCorrelation r) ν hν) i))
a = ∫ (t : ℝ), ↑(ProbabilityTheory.cdf (ProbabilityTheory.gaussianReal 0 1))
(a * √t) ∂↑(ProbabilityTheory.gammaProbability (ν / 2) (ν / 2) ⋯ ⋯)
theorem
Papers.AnsariRockel2024.student_marginal_cdf_neg
(r : ℝ)
(hr : r ∈ Set.Icc (-1) 1)
(ν : ℝ)
(hν : 0 < ν)
(i : Fin 2)
(a : ℝ)
:
↑(ProbabilityTheory.cdf
(ProbabilityTheory.Copula.marginal
(ProbabilityTheory.Copula.studentTLaw (Verification.bivariateCorrelation r) ν hν) i))
(-a) = 1 - ↑(ProbabilityTheory.cdf
(ProbabilityTheory.Copula.marginal
(ProbabilityTheory.Copula.studentTLaw (Verification.bivariateCorrelation r) ν hν) i))
a