Exact conditional moment profiles for the source diagonal bands #
Equations
Instances For
theorem
Papers.AnsariRockel2026XiRho.sourceBand_square_profile
{b : ℝ}
(hb : 0 < b)
(v : ↑unitInterval)
:
Verification.clampedSquare b (sourceBandIntercept b v) = if ↑v ≤ bandCut b then bandSquareLow b ↑v
else if ↑v ≤ 1 - bandCut b then bandSquareMid b ↑v else bandSquareHigh b (1 - ↑v)
The complete second-moment profile, including both transition points.
theorem
Papers.AnsariRockel2026XiRho.sourceBand_weight_profile
{b : ℝ}
(hb : 0 < b)
(v : ↑unitInterval)
:
Verification.clampedWeight b (sourceBandIntercept b v) = if ↑v ≤ bandCut b then bandWeightLow b ↑v
else if ↑v ≤ 1 - bandCut b then bandWeightMid b ↑v else bandWeightHigh b (1 - ↑v)
The complete weighted first-moment profile for Spearman rho.
theorem
Papers.AnsariRockel2026XiRho.sourceBand_xi_integral
(b : ℝ)
(hb : 0 < b)
:
(sourceBand b hb).chatterjeeXi = (6 * ∫ (v : ↑unitInterval), Verification.clampedSquare b (sourceBandIntercept b v)) - 2
theorem
Papers.AnsariRockel2026XiRho.sourceBand_rho_integral
(b : ℝ)
(hb : 0 < b)
:
(sourceBand b hb).spearmanRho = (12 * ∫ (v : ↑unitInterval), Verification.clampedWeight b (sourceBandIntercept b v)) - 3