First-coordinate Bernstein derivative; the polynomial is evaluated on the closed interval.
Equations
- Verification.bernsteinDerivative m i u = Polynomial.eval (↑u) (Polynomial.derivative (bernsteinPolynomial ℝ m i))
Instances For
theorem
Verification.conditionalCDF_bernstein
(C : ProbabilityTheory.Copula 2)
(m n : ℕ)
(hm : 0 < m)
(hn : 0 < n)
(v : ↑unitInterval)
:
(fun (u : ↑unitInterval) => (C.bernstein m n hm hn).conditionalCDF u v) =ᵐ[MeasureTheory.volume]
fun (u : ↑unitInterval) =>
∑ i : Fin (m + 1),
∑ j : Fin (n + 1), C.cdf ![bernstein.z i, bernstein.z j] * bernsteinDerivative m (↑i) u * (bernstein n ↑j) v
The conditional CDF of every rectangular Bernstein copula is its finite derivative sum.