theorem
Verification.bernstein_cdf_grid
(C : ProbabilityTheory.Copula 2)
(m n : ℕ)
(hm : 0 < m)
(hn : 0 < n)
(u : Fin 2 → ↑unitInterval)
:
theorem
Verification.bernstein_tau_finite_sum
(C : ProbabilityTheory.Copula 2)
(m n : ℕ)
(hm : 0 < m)
(hn : 0 < n)
:
(C.bernstein m n hm hn).kendallTau = 4 * ∑ i : Fin m,
∑ j : Fin n,
∑ r : Fin m,
∑ s : Fin n,
C.cdf ![bernstein.z i.succ, bernstein.z j.succ] * C.cdf ![bernstein.z r.succ, bernstein.z s.succ] * bernsteinMixedGram m ↑i ↑r * bernsteinMixedGram n ↑j ↑s - 1
Exact finite sum for Kendall tau, with every mixed Bernstein integral evaluated.