First moments and affine centered-square moments of conditional means #
theorem
Verification.conditionalMean_affine_square_integrable
(C : ProbabilityTheory.Copula 2)
(r s : ℝ)
:
MeasureTheory.Integrable (fun (u : ↑unitInterval) => (r * (conditionalMean C u - 1 / 2) + s) ^ 2) MeasureTheory.volume
theorem
Verification.conditionalMean_affine_square_integral
(C : ProbabilityTheory.Copula 2)
(r s : ℝ)
:
∫ (u : ↑unitInterval), (r * (conditionalMean C u - 1 / 2) + s) ^ 2 = (r ^ 2 * ∫ (u : ↑unitInterval), (conditionalMean C u - 1 / 2) ^ 2) + s ^ 2