theorem
Verification.frank_conditionalCDF_of_cdf
(C : ProbabilityTheory.Copula 2)
{θ : ℝ}
(hθ : θ ≠ 0)
(hc : ∀ (u v : ↑unitInterval), C.cdf ![u, v] = frankRealCDF θ ↑u ↑v)
(v : ↑unitInterval)
:
(fun (u : ↑unitInterval) => C.conditionalCDF u v) =ᵐ[MeasureTheory.volume] fun (u : ↑unitInterval) =>
frankPartial θ ↑u ↑v
theorem
Verification.frank_kendallTau_integral_of_cdf
(C : ProbabilityTheory.Copula 2)
{θ : ℝ}
(hθ : θ ≠ 0)
(hc : ∀ (u v : ↑unitInterval), C.cdf ![u, v] = frankRealCDF θ ↑u ↑v)
:
C.kendallTau = 1 - 4 * ∫ (v : ↑unitInterval) (u : ↑unitInterval), frankPartial θ ↑u ↑v * frankPartial θ ↑v ↑u