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Verification.AMHRhoEndpoint

← Mathematical handbook
theorem Verification.amh_spearmanRho_closed {θ : ℝ} (hmin : -1 ≤ θ) (hmax : θ ≤ 1) (h0 : θ ≠ 0) :
(ProbabilityTheory.Copula.amh θ hmin hmax).spearmanRho = (12 * (1 + θ) * ∫ (t : ℝ) in 1..1 - θ, Real.log t / (1 - t)) / θ ^ 2 - 24 * (1 - θ) * Real.log (1 - θ) / θ ^ 2 - 3 * (θ + 12) / θ