Gaussian conditional CDF on copula coordinates #
Equations
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Instances For
theorem
Verification.gaussianBivariate_conditionalCDF_quantile
{r : ℝ}
(hr : r ∈ Set.Ioo (-1) 1)
{v : ↑unitInterval}
(hv : ↑v ∈ Set.Ioo 0 1)
:
(fun (u : ↑unitInterval) => (gaussianBivariate r ⋯).conditionalCDF u v) =ᵐ[MeasureTheory.volume]
gaussianQuantileConditional r v
theorem
Verification.gaussianQuantileConditional_antitoneOn
{r : ℝ}
(hr : 0 ≤ r)
(v : ↑unitInterval)
:
AntitoneOn (gaussianQuantileConditional r v) {u : ↑unitInterval | ↑u ∈ Set.Ioo 0 1}
theorem
Verification.gaussianQuantileConditional_monotoneOn
{r : ℝ}
(hr : r ≤ 0)
(v : ↑unitInterval)
:
MonotoneOn (gaussianQuantileConditional r v) {u : ↑unitInterval | ↑u ∈ Set.Ioo 0 1}