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Verification
.
IncreasingBandCDF
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Imports
Init
Verification.ClampedRhoOptimization
Verification.IncreasingBandDensity
Imported by
Verification
.
IncreasingBand
.
density_row_prefix
Verification
.
IncreasingBand
.
measure_prefix
Verification
.
IncreasingBand
.
marginal_prefix
Verification
.
IncreasingBand
.
copula_cdf
← Mathematical handbook
CDF formulas for a standardized uniform band
#
source
theorem
Verification
.
IncreasingBand
.
density_row_prefix
(
B
:
IncreasingBand
)
(
u
t
:
↑
unitInterval
)
:
∫
(
v
:
↑
unitInterval
)
in
Set.Iic
t
,
B
.
density
(
u
,
v
)
=
unitClamp
((
↑
t
-
B
.
lower
u
)
/
B
.
width
)
source
theorem
Verification
.
IncreasingBand
.
measure_prefix
(
B
:
IncreasingBand
)
(
u
t
:
↑
unitInterval
)
:
B
.
measure
.
real
(
Set.Iic
u
×ˢ
Set.Iic
t
)
=
∫
(
s
:
↑
unitInterval
)
in
Set.Iic
u
,
unitClamp
((
↑
t
-
B
.
lower
s
)
/
B
.
width
)
source
theorem
Verification
.
IncreasingBand
.
marginal_prefix
(
B
:
IncreasingBand
)
(
t
:
↑
unitInterval
)
:
B
.
marginal
.
real
(
Set.Iic
t
)
=
∫
(
s
:
↑
unitInterval
)
,
unitClamp
((
↑
t
-
B
.
lower
s
)
/
B
.
width
)
source
theorem
Verification
.
IncreasingBand
.
copula_cdf
(
B
:
IncreasingBand
)
(
u
v
:
↑
unitInterval
)
:
B
.
copula
.
cdf
![
u
,
v
]
=
∫
(
s
:
↑
unitInterval
)
in
Set.Iic
u
,
unitClamp
((
↑
(
ProbabilityTheory.unitQuantile
B
.
marginal
v
)
-
B
.
lower
s
)
/
B
.
width
)
Quantile inversion identifies the standardized CDF, including null flat fibers.