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Verification
.
GumbelBarnettDependence
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Imports
Init
Verification.GumbelBarnett
Verification.SchurOrthantEquivalence
Copula.Dependence.DensityTotalPositivity
Copula.Order.SymmetricSchur
Copula.TailDependence.Quadrant
Mathlib.Analysis.Convex.SpecificFunctions.Basic
Imported by
Verification
.
gumbelBarnett_cdf_power
Verification
.
gumbelBarnett_isSD
Verification
.
gumbelBarnett_isCD
Verification
.
gumbelBarnett_isPQD_iff
Verification
.
gumbelBarnett_isCI_iff
Verification
.
gumbelBarnett_density_tp2_iff
Verification
.
gumbelBarnett_lowerOrthant_iff
Verification
.
gumbelBarnett_schur_iff
Verification
.
gumbelBarnett_tails
Verification
.
gumbelBarnett_cdf_parameter_continuous
← Mathematical handbook
source
theorem
Verification
.
gumbelBarnett_cdf_power
(
θ
u
v
:
↑
unitInterval
)
:
(
gumbelBarnett
θ
)
.
cdf
![
u
,
v
]
=
↑
v
*
↑
u
^
(
1
-
↑
θ
*
Real.log
↑
v
)
source
theorem
Verification
.
gumbelBarnett_isSD
(
θ
:
↑
unitInterval
)
:
(
gumbelBarnett
θ
)
.
IsSD
source
theorem
Verification
.
gumbelBarnett_isCD
(
θ
:
↑
unitInterval
)
:
(
gumbelBarnett
θ
)
.
IsCD
source
theorem
Verification
.
gumbelBarnett_isPQD_iff
(
θ
:
↑
unitInterval
)
:
(
gumbelBarnett
θ
)
.
IsPQD
↔
θ
=
0
source
theorem
Verification
.
gumbelBarnett_isCI_iff
(
θ
:
↑
unitInterval
)
:
(
gumbelBarnett
θ
)
.
IsCI
↔
θ
=
0
source
theorem
Verification
.
gumbelBarnett_density_tp2_iff
(
θ
:
↑
unitInterval
)
:
(
gumbelBarnett
θ
)
.
HasMTP2Density
↔
θ
=
0
source
theorem
Verification
.
gumbelBarnett_lowerOrthant_iff
(
θ
η
:
↑
unitInterval
)
:
(
gumbelBarnett
θ
)
.
LowerOrthantLE
(
gumbelBarnett
η
)
↔
η
≤
θ
source
theorem
Verification
.
gumbelBarnett_schur_iff
(
θ
η
:
↑
unitInterval
)
:
(
gumbelBarnett
θ
)
.
SchurBothLE
(
gumbelBarnett
η
)
↔
θ
≤
η
source
theorem
Verification
.
gumbelBarnett_tails
(
θ
:
↑
unitInterval
)
:
(
gumbelBarnett
θ
)
.
HasLowerTailDependence
0
∧
(
gumbelBarnett
θ
)
.
HasUpperTailDependence
0
source
theorem
Verification
.
gumbelBarnett_cdf_parameter_continuous
(
u
v
:
↑
unitInterval
)
:
Continuous
fun (
θ
:
↑
unitInterval
) =>
(
gumbelBarnett
θ
)
.
cdf
![
u
,
v
]