Table 4: canonical Pickands functions of four constructed families #
theorem
Papers.AnsariRockel2024.gumbel_pickands
(θ : ℝ)
(hθ : 1 ≤ θ)
(t : ↑unitInterval)
:
Verification.copulaPickands (ProbabilityTheory.Copula.gumbel θ hθ) t = ((1 - ↑t) ^ θ + ↑t ^ θ) ^ θ⁻¹
theorem
Papers.AnsariRockel2024.marshallOlkin_pickands
(α β t : ↑unitInterval)
:
Verification.copulaPickands (ProbabilityTheory.Copula.marshallOlkin α β) t = 1 - min (↑α * (1 - ↑t)) (↑β * ↑t)