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Verification
.
MarshallOlkinRho
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Imports
Init
Verification.CuadrasAugeRho
Verification.MarshallOlkinSingular
Imported by
Verification
.
integral_marshallOlkin_cdf
Verification
.
marshallOlkin_spearmanRho_pos
Verification
.
marshallOlkin_spearmanRho
← Mathematical handbook
Spearman rho of the two-parameter Marshall–Olkin family
#
source
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
))
source
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
)
source
theorem
Verification
.
marshallOlkin_spearmanRho
(
α
β
:
↑
unitInterval
)
:
(
ProbabilityTheory.Copula.marshallOlkin
α
β
)
.
spearmanRho
=
3
*
↑
α
*
↑
β
/
(
2
*
↑
α
+
2
*
↑
β
-
↑
α
*
↑
β
)