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Verification.ConditionalMeanMoments

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First moments and affine centered-square moments of conditional means #

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