noncomputable def
Verification.continuousCDFQuantile
(μ : MeasureTheory.Measure ℝ)
(hc : Continuous ↑(ProbabilityTheory.cdf μ))
(hs : StrictMono ↑(ProbabilityTheory.cdf μ))
(u : ↑unitInterval)
:
Equations
- Verification.continuousCDFQuantile μ hc hs u = ⋯.invFun ↑u
Instances For
theorem
Verification.strictCDF_mem_Ioo
(μ : MeasureTheory.Measure ℝ)
(hs : StrictMono ↑(ProbabilityTheory.cdf μ))
(x : ℝ)
:
theorem
Verification.continuousCDFQuantile_cdfUnit
(μ : MeasureTheory.Measure ℝ)
(hc : Continuous ↑(ProbabilityTheory.cdf μ))
(hs : StrictMono ↑(ProbabilityTheory.cdf μ))
(x : ℝ)
:
theorem
Verification.cdf_continuousCDFQuantile
(μ : MeasureTheory.Measure ℝ)
(hc : Continuous ↑(ProbabilityTheory.cdf μ))
(hs : StrictMono ↑(ProbabilityTheory.cdf μ))
{u : ↑unitInterval}
(hu : ↑u ∈ Set.Ioo 0 1)
:
theorem
Verification.continuousCDFQuantile_tendsto_zero
(μ : MeasureTheory.Measure ℝ)
(hc : Continuous ↑(ProbabilityTheory.cdf μ))
(hs : StrictMono ↑(ProbabilityTheory.cdf μ))
:
Filter.Tendsto (continuousCDFQuantile μ hc hs) (nhdsWithin 0 (Set.Ioi 0)) Filter.atBot