Blest's coefficient as a quadratic-weighted conditional CDF integral #
theorem
Papers.Rockel2026XiBlest.integral_weighted_lower
{g : ↑unitInterval → ℝ}
(hg : Measurable g)
(hb : ∀ (u : ↑unitInterval), g u ∈ Set.Icc 0 1)
:
theorem
Papers.Rockel2026XiBlest.integrable_blest_section
(C : ProbabilityTheory.Copula 2)
(v : ↑unitInterval)
:
MeasureTheory.Integrable (fun (u : ↑unitInterval) => (1 - ↑u) ^ 2 * C.conditionalCDF u v) MeasureTheory.volume
theorem
Papers.Rockel2026XiBlest.blest_conditional_formula
(C : ProbabilityTheory.Copula 2)
:
blestNu C = (12 * ∫ (v : ↑unitInterval) (u : ↑unitInterval), (1 - ↑u) ^ 2 * C.conditionalCDF u v) - 2
theorem
Papers.Rockel2026XiBlest.integrable_blest_profile
(C : ProbabilityTheory.Copula 2)
:
MeasureTheory.Integrable (fun (v : ↑unitInterval) => ∫ (u : ↑unitInterval), (1 - ↑u) ^ 2 * C.conditionalCDF u v)
MeasureTheory.volume