Conditional means under copula mixtures #
theorem
Verification.conditionalMean_mix
(C D : ProbabilityTheory.Copula 2)
(a : ↑unitInterval)
:
conditionalMean (C.mix D a) =ᵐ[MeasureTheory.volume] fun (t : ↑unitInterval) =>
↑a * conditionalMean C t + (1 - ↑a) * conditionalMean D t
theorem
Verification.conditionalMean_independence :
conditionalMean (ProbabilityTheory.Copula.independence 2) =ᵐ[MeasureTheory.volume] fun (x : ↑unitInterval) => 1 / 2
theorem
Verification.correlationRatio_mix_independence
(C : ProbabilityTheory.Copula 2)
(a : ↑unitInterval)
: