Documentation

Verification.BernsteinDensity

← Mathematical handbook
noncomputable def Verification.bernsteinKernel (C : ProbabilityTheory.Copula 2) (m n : ℕ) (u v : ↑unitInterval) :
Equations
  • One or more equations did not get rendered due to their size.
Instances For
    noncomputable def Verification.bernsteinDensity (C : ProbabilityTheory.Copula 2) (m n : ℕ) (x : Fin 2 → ↑unitInterval) :
    Equations
    • One or more equations did not get rendered due to their size.
    Instances For
      theorem Verification.bernsteinKernel_mono (C : ProbabilityTheory.Copula 2) (m n : ℕ) (hm : 0 < m) (hn : 0 < n) (u : ↑unitInterval) :
      theorem Verification.bernsteinDensity_nonneg (C : ProbabilityTheory.Copula 2) (m n : ℕ) (hm : 0 < m) (hn : 0 < n) (x : Fin 2 → ↑unitInterval) :
      theorem Verification.integral_Iic_bernsteinDensity (C : ProbabilityTheory.Copula 2) (m n : ℕ) (hm : 0 < m) (hn : 0 < n) (u : Fin 2 → ↑unitInterval) :
      ∫ (x : Fin 2 → ↑unitInterval) in Set.Iic u, bernsteinDensity C m n x = (C.bernstein m n hm hn).cdf u
      theorem Verification.integral_bernstein_density (C : ProbabilityTheory.Copula 2) (m n : ℕ) (hm : 0 < m) (hn : 0 < n) (f : (Fin 2 → ↑unitInterval) → ℝ) :
      ∫ (x : Fin 2 → ↑unitInterval), f x ∂(C.bernstein m n hm hn).toMeasure = ∫ (x : Fin 2 → ↑unitInterval), bernsteinDensity C m n x * f x