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Verification.MarshallOlkinTau

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Kendall tau of the two-parameter Marshall–Olkin family #

theorem Verification.marshallOlkin_kendallTau (α β : ↑unitInterval) :
(ProbabilityTheory.Copula.marshallOlkin α β).kendallTau = ↑α * ↑β / (↑α + ↑β - ↑α * ↑β)