Remark 1.8(c): the exact universal maximum variance of absolute displacement #
theorem
Papers.AnsariRockel2026RhoFootrule.universal_variance_bounds
(C : ProbabilityTheory.Copula 2)
:
Equation (25): the exact universal interval for variance.
The mean corresponding to the source maximizing footrule x0.
Equations
Instances For
Exact evaluation at the golden-ratio contact parameter.
theorem
Papers.AnsariRockel2026RhoFootrule.universal_variance_maximum_attained :
∃ (C : ProbabilityTheory.Copula 2), C.spearmanFootrule = (7 - 3 * √5) / 4 ∧ distanceVariance C = 5 * (3 - √5) / 24
Remark 1.8(c): an actual copula attains the bound at x0=(7-3sqrt(5))/4.