Exact Spearman rho for arbitrary rectangular Bernstein copulas #
theorem
Verification.bernstein_cdf_integral
(C : ProbabilityTheory.Copula 2)
(m n : ℕ)
(hm : 0 < m)
(hn : 0 < n)
:
theorem
Verification.bernstein_rho
(C : ProbabilityTheory.Copula 2)
(m n : ℕ)
(hm : 0 < m)
(hn : 0 < n)
:
Frobenius sum form of Proposition 3.1; the zero-index terms vanish automatically.