theorem
Papers.AnsariRockel2024.student_joint_cdf
(r : ℝ)
(hr : r ∈ Set.Icc (-1) 1)
(ν : ℝ)
(hν : 0 < ν)
(a b : ℝ)
:
(↑(ProbabilityTheory.Copula.studentTLaw (Verification.bivariateCorrelation r) ν hν)).real (Set.Iic ![a, b]) = ∫ (t : ℝ), (Verification.gaussianBivariate r hr).cdf
![ProbabilityTheory.cdfUnit (ProbabilityTheory.gaussianReal 0 1) (a * √t), ProbabilityTheory.cdfUnit (ProbabilityTheory.gaussianReal 0 1)
(b * √t)] ∂↑(ProbabilityTheory.gammaProbability (ν / 2) (ν / 2) ⋯ ⋯)
theorem
Papers.AnsariRockel2024.student_lowerOrthant_monotone
{r q : ℝ}
(hr : r ∈ Set.Icc (-1) 1)
(hq : q ∈ Set.Icc (-1) 1)
(hrq : r ≤ q)
(ν : ℝ)
(hν : 0 < ν)
:
(Verification.studentBivariate r hr ν hν).LowerOrthantLE (Verification.studentBivariate q hq ν hν)
theorem
Papers.AnsariRockel2024.student_lowerOrthant_iff
{r q : ℝ}
(hr : r ∈ Set.Icc (-1) 1)
(hq : q ∈ Set.Icc (-1) 1)
(ν : ℝ)
(hν : 0 < ν)
:
(Verification.studentBivariate r hr ν hν).LowerOrthantLE (Verification.studentBivariate q hq ν hν) ↔ r ≤ q
theorem
Papers.AnsariRockel2024.student_rho_neg
{r : ℝ}
(hr : r ∈ Set.Icc (-1) 1)
(ν : ℝ)
(hν : 0 < ν)
:
(Verification.studentBivariate (-r) ⋯ ν hν).spearmanRho = -(Verification.studentBivariate r hr ν hν).spearmanRho
theorem
Papers.AnsariRockel2024.student_tau_neg
{r : ℝ}
(hr : r ∈ Set.Icc (-1) 1)
(ν : ℝ)
(hν : 0 < ν)
:
(Verification.studentBivariate (-r) ⋯ ν hν).kendallTau = -(Verification.studentBivariate r hr ν hν).kendallTau
theorem
Papers.AnsariRockel2024.student_xi_neg
{r : ℝ}
(hr : r ∈ Set.Icc (-1) 1)
(ν : ℝ)
(hν : 0 < ν)
:
(Verification.studentBivariate (-r) ⋯ ν hν).chatterjeeXi = (Verification.studentBivariate r hr ν hν).chatterjeeXi
theorem
Papers.AnsariRockel2024.student_radiallySymmetric
{r : ℝ}
(hr : r ∈ Set.Icc (-1) 1)
(ν : ℝ)
(hν : 0 < ν)
:
(Verification.studentBivariate r hr ν hν).IsRadiallySymmetric
theorem
Papers.AnsariRockel2024.student_upperTail_iff_lowerTail
{r : ℝ}
(hr : r ∈ Set.Icc (-1) 1)
(ν : ℝ)
(hν : 0 < ν)
(ℓ : ℝ)
:
(Verification.studentBivariate r hr ν hν).HasUpperTailDependence ℓ ↔ (Verification.studentBivariate r hr ν hν).HasLowerTailDependence ℓ