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)
:
theorem
Verification.gaussianConditional_normal_integral
{r : ℝ}
(hr : r ∈ Set.Ioo (-1) 1)
(b : ℝ)
:
∫ (x : ℝ), ↑(ProbabilityTheory.cdf (ProbabilityTheory.gaussianReal 0 1))
((b - r * x) / √(1 - r ^ 2)) ∂ProbabilityTheory.gaussianReal 0 1 = ↑(ProbabilityTheory.cdf (ProbabilityTheory.gaussianReal 0 1)) b
theorem
Verification.gaussianBivariate_cdf_normal_monotone
{r s : ℝ}
(hr : r ∈ Set.Ioo (-1) 1)
(hs : s ∈ Set.Ioo (-1) 1)
(hrs : r ≤ s)
(a b : ℝ)
:
(gaussianBivariate r ⋯).cdf
![ProbabilityTheory.cdfUnit (ProbabilityTheory.gaussianReal 0 1) a, ProbabilityTheory.cdfUnit (ProbabilityTheory.gaussianReal 0 1) b] ≤ (gaussianBivariate s ⋯).cdf
![ProbabilityTheory.cdfUnit (ProbabilityTheory.gaussianReal 0 1) a, ProbabilityTheory.cdfUnit (ProbabilityTheory.gaussianReal 0 1) b]
theorem
Verification.gaussianBivariate_lowerOrthant_monotone
{r s : ℝ}
(hr : r ∈ Set.Icc (-1) 1)
(hs : s ∈ Set.Icc (-1) 1)
(hrs : r ≤ s)
:
(gaussianBivariate r hr).LowerOrthantLE (gaussianBivariate s hs)
theorem
Verification.gaussianBivariate_schur_neg
{r : ℝ}
(hr : r ∈ Set.Icc (-1) 1)
:
(gaussianBivariate (-r) ⋯).SchurLE (gaussianBivariate r hr) ∧ (gaussianBivariate r hr).SchurLE (gaussianBivariate (-r) ⋯)
theorem
Verification.gaussianBivariate_schur_abs
{r : ℝ}
(hr : r ∈ Set.Icc (-1) 1)
:
(gaussianBivariate |r| ⋯).SchurLE (gaussianBivariate r hr) ∧ (gaussianBivariate r hr).SchurLE (gaussianBivariate |r| ⋯)