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Papers.Rockel2026XiBlest.ConditionalFormula

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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) :
∫ (u : ↑unitInterval), (1 - ↑u) * ∫ (w : ↑unitInterval) in Set.Iic u, g w = (∫ (w : ↑unitInterval), (1 - ↑w) ^ 2 * g w) / 2