theorem
Verification.lognormalSpectralWeight_integral_Iic
(s b : ℝ)
:
∫ (z : ℝ) in Set.Iic b, lognormalSpectralWeight s z ∂ProbabilityTheory.gaussianReal 0 1 = ↑(ProbabilityTheory.cdf (ProbabilityTheory.gaussianReal 0 1)) (b - s)
theorem
Verification.lognormalSpectralWeight_integral_Ioi
(s b : ℝ)
:
∫ (z : ℝ) in Set.Ioi b, lognormalSpectralWeight s z ∂ProbabilityTheory.gaussianReal 0 1 = 1 - ↑(ProbabilityTheory.cdf (ProbabilityTheory.gaussianReal 0 1)) (b - s)
theorem
Verification.lognormalSpectral_max_integral
(s x y b : ℝ)
(hs : 0 < s)
(hx : 0 < x)
(hb : x * lognormalSpectralWeight s b = y)
:
∫ (z : ℝ), max (x * lognormalSpectralWeight s z) y ∂ProbabilityTheory.gaussianReal 0 1 = y * ↑(ProbabilityTheory.cdf (ProbabilityTheory.gaussianReal 0 1)) b + x * (1 - ↑(ProbabilityTheory.cdf (ProbabilityTheory.gaussianReal 0 1)) (b - s))