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Verification
.
CuadrasAugeSingular
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Imports
Init
Verification.MarshallOlkinOrder
Copula.Dependence.Singular
Imported by
Verification
.
powerSample_mono
Verification
.
powerSample_unitPower
Verification
.
cuadrasAuge_diagonal_ne_zero
Verification
.
cuadrasAuge_absolutelyContinuous_iff
Verification
.
cuadrasAuge_density_tp2_iff
← Mathematical handbook
Singular mass and the exact density-TP2 classification of Cuadras–Augé
#
source
theorem
Verification
.
powerSample_mono
(
a
:
↑
unitInterval
)
:
Monotone
(
ProbabilityTheory.Copula.powerSample
a
)
source
theorem
Verification
.
powerSample_unitPower
(
a
:
↑
unitInterval
)
(
ha
:
0
<
a
)
(
u
:
↑
unitInterval
)
:
ProbabilityTheory.Copula.powerSample
a
(
ProbabilityTheory.Copula.unitPower
u
↑
a
⋯
)
=
u
source
theorem
Verification
.
cuadrasAuge_diagonal_ne_zero
(
δ
:
↑
unitInterval
)
(
hδ
:
0
<
δ
)
:
(
ProbabilityTheory.Copula.cuadrasAuge
δ
)
.
toMeasure
{
x
:
Fin
2
→
↑
unitInterval
|
x
0
=
x
1
}
≠
0
A positive common-shock parameter puts positive mass on the diagonal.
source
theorem
Verification
.
cuadrasAuge_absolutelyContinuous_iff
(
δ
:
↑
unitInterval
)
:
(
ProbabilityTheory.Copula.cuadrasAuge
δ
)
.
toMeasure
.
AbsolutelyContinuous
MeasureTheory.volume
↔
δ
=
0
source
theorem
Verification
.
cuadrasAuge_density_tp2_iff
(
δ
:
↑
unitInterval
)
:
(
ProbabilityTheory.Copula.cuadrasAuge
δ
)
.
HasMTP2Density
↔
δ
=
0