Documentation

Verification.GaussianOrder

← Mathematical handbook
theorem Verification.integral_Iic_le_of_affine_single_crossing {μ : MeasureTheory.Measure ℝ} {H : ℝ → ℝ} (hH : Monotone H) {p q r s : ℝ} (hqs : q ≤ s) (hf : MeasureTheory.Integrable (fun (x : ℝ) => H (p - q * x)) μ) (hg : MeasureTheory.Integrable (fun (x : ℝ) => H (r - s * x)) μ) (he : ∫ (x : ℝ), H (p - q * x) ∂μ = ∫ (x : ℝ), H (r - s * x) ∂μ) (a : ℝ) :
∫ (x : ℝ) in Set.Iic a, H (p - q * x) ∂μ ≤ ∫ (x : ℝ) in Set.Iic a, H (r - s * x) ∂μ
theorem Verification.gaussian_standardized_slope_monotone {r s : ℝ} (hr : r ∈ Set.Ioo (-1) 1) (hs : s ∈ Set.Ioo (-1) 1) (hrs : r ≤ s) :
r / √(1 - r ^ 2) ≤ s / √(1 - s ^ 2)