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)
:
Monotone (bernsteinKernel C m n u)
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.toMeasure_bernstein_density
(C : ProbabilityTheory.Copula 2)
(m n : ℕ)
(hm : 0 < m)
(hn : 0 < n)
:
(C.bernstein m n hm hn).toMeasure = MeasureTheory.volume.withDensity fun (x : Fin 2 → ↑unitInterval) => ENNReal.ofReal (bernsteinDensity C m n x)
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