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.
CuadrasAugeXi
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Imports
Init
Verification.CuadrasAugeConditional
Imported by
Verification
.
integral_cuadrasConditional_sq_response
Verification
.
cuadrasAuge_chatterjeeXi
← Mathematical handbook
Exact Chatterjee xi of the Cuadras–Augé family
#
source
theorem
Verification
.
integral_cuadrasConditional_sq_response
(
δ
u
:
↑
unitInterval
)
(
hu
:
0
<
u
)
:
∫
(
v
:
↑
unitInterval
)
,
cuadrasConditional
δ
u
v
^
2
=
(
1
-
↑
δ
)
^
2
*
↑
u
^
(
3
-
2
*
↑
δ
)
/
3
+
(
1
-
↑
u
^
(
3
-
2
*
↑
δ
))
/
(
3
-
2
*
↑
δ
)
source
theorem
Verification
.
cuadrasAuge_chatterjeeXi
(
δ
:
↑
unitInterval
)
:
(
ProbabilityTheory.Copula.cuadrasAuge
δ
)
.
chatterjeeXi
=
↑
δ
^
2
/
(
2
-
↑
δ
)