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Verification.MarshallOlkinRho

← Mathematical handbook

Spearman rho of the two-parameter Marshall–Olkin family #

theorem Verification.integral_marshallOlkin_cdf (α β : ↑unitInterval) (hb : 0 < ↑β) :
∫ (x : Fin 2 → ↑unitInterval), (ProbabilityTheory.Copula.marshallOlkin α β).cdf x = (↑α + ↑β) / (2 * (2 * ↑α + 2 * ↑β - ↑α * ↑β))
theorem Verification.marshallOlkin_spearmanRho_pos (α β : ↑unitInterval) (hb : 0 < ↑β) :
(ProbabilityTheory.Copula.marshallOlkin α β).spearmanRho = 3 * ↑α * ↑β / (2 * ↑α + 2 * ↑β - ↑α * ↑β)
theorem Verification.marshallOlkin_spearmanRho (α β : ↑unitInterval) :
(ProbabilityTheory.Copula.marshallOlkin α β).spearmanRho = 3 * ↑α * ↑β / (2 * ↑α + 2 * ↑β - ↑α * ↑β)