Total positivity after standardizing an increasing fixed-width band #
theorem
Verification.IncreasingBand.density_tp2
(B : IncreasingBand)
(hB : Monotone B.lower)
:
ProbabilityTheory.IsTP2 fun (u v : ↑unitInterval) => B.density (u, v)
theorem
Verification.IncreasingBand.standardizedDensity_tp2
(B : IncreasingBand)
(hB : Monotone B.lower)
:
ProbabilityTheory.IsTP2 fun (u v : ↑unitInterval) => B.standardizedDensity (u, v)
The density after the probability integral transform remains TP2.
theorem
Verification.IncreasingBand.copula_hasMTP2Density
(B : IncreasingBand)
(hB : Monotone B.lower)
:
This is an MTP2 density of the actual standardized copula measure.