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Verification.MarshallOlkinOrder

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Conditional increase and order of Marshall–Olkin copulas #

theorem Verification.isSI_of_concave_formula (C : ProbabilityTheory.Copula 2) (f : ↑unitInterval → ℝ → ℝ) (hf : ∀ (v : ↑unitInterval), ConcaveOn ℝ (Set.Icc 0 1) (f v)) (he : ∀ (u v : ↑unitInterval), C.cdf ![u, v] = f v ↑u) :
theorem Verification.marshallOlkin_cdf_min (α β u v : ↑unitInterval) :
(ProbabilityTheory.Copula.marshallOlkin α β).cdf ![u, v] = min (↑u ^ (1 - ↑α) * ↑v) (↑u * ↑v ^ (1 - ↑β))

The paper's minimum formula, including all boundary and parameter endpoints.