Documentation
Verification
.
MarshallOlkinTau
Search
return to top
source
Imports
Init
Verification.KendallConditionalProduct
Verification.MarshallOlkinOrder
Verification.MarshallOlkinXi
Mathlib.Analysis.SpecialFunctions.Integrability.Basic
Imported by
Verification
.
marshallOlkin_kendallTau
← Mathematical handbook
Kendall tau of the two-parameter Marshall–Olkin family
#
source
theorem
Verification
.
marshallOlkin_kendallTau
(
α
β
:
↑
unitInterval
)
:
(
ProbabilityTheory.Copula.marshallOlkin
α
β
)
.
kendallTau
=
↑
α
*
↑
β
/
(
↑
α
+
↑
β
-
↑
α
*
↑
β
)