theorem
Verification.clayton_xi_regular_integral
{θ : ℝ}
(hθ : 0 < θ)
:
(ProbabilityTheory.Copula.clayton 2 θ hθ).chatterjeeXi = (6 * ∫ (v : ↑unitInterval) (u : ↑unitInterval), (1 - (1 - ↑v ^ (-θ)) * ↑u ^ θ) ^ (-2 - 2 / θ)) - 2
theorem
Verification.clayton_chatterjeeXi
{θ : ℝ}
(hθ : 0 < θ)
:
(ProbabilityTheory.Copula.clayton 2 θ hθ).chatterjeeXi = (6 * ∫ (v : ↑unitInterval), eulerHypergeometric (1 / θ) (2 + 2 / θ) (1 / θ + 1) (1 - ↑v ^ (-θ))) - 2