Corollary 1: the sharp global rho-minus-xi maximum #
Exact coefficient evaluation and uniqueness over all bivariate copulas.
Exact xi value of the source's unit-slope diagonal band.
Exact rho value, evaluated from the actual conditional distribution.
Corollary 1: universal sharp bound, including singular copulas.
Corollary 1: equality identifies the unique actual maximizing copula.
theorem
Papers.AnsariRockel2026XiRho.sharp_gap_attained :
∃ (D : ProbabilityTheory.Copula 2),
D.chatterjeeXi = 3 / 10 ∧ D.spearmanRho = 7 / 10 ∧ (∀ (C : ProbabilityTheory.Copula 2), C.spearmanRho - C.chatterjeeXi ≤ D.spearmanRho - D.chatterjeeXi) ∧ ∀ (C : ProbabilityTheory.Copula 2), C.spearmanRho - C.chatterjeeXi = D.spearmanRho - D.chatterjeeXi ↔ C = D
The maximum is attained, with the source's exact coefficient pair.