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Verification.FrankTau

← Mathematical handbook
theorem Verification.integral_frankPartial_product {θ : ℝ} (hθ : θ ≠ 0) (v : ↑unitInterval) (hv : ↑v ≠ 0) :
∫ (u : ↑unitInterval), frankPartial θ ↑u ↑v * frankPartial θ ↑v ↑u = 1 / θ - ↑v / (Real.exp (θ * ↑v) - 1)
theorem Verification.frank_kendallTau_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 / θ * (1 - debyeOne θ)