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Verification
.
Nelsen14Order
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Imports
Init
Verification.Nelsen14Comparison
Verification.SchurOrthantEquivalence
Copula.Order.SymmetricSchur
Imported by
Verification
.
n14Inv
Verification
.
n14Psi
Verification
.
n14Inv_base
Verification
.
n14Comparison_inv
Verification
.
n14Comparison_psi
Verification
.
nelsen14_lowerOrthant_monotone
Verification
.
nelsen14_schur_monotone
← Mathematical handbook
source
noncomputable def
Verification
.
n14Inv
(
θ
u
:
ℝ
)
:
ℝ
Equations
Verification.n14Inv
θ
u
=
(
u
^
(
-
θ
⁻¹
)
-
1
)
^
θ
Instances For
source
noncomputable def
Verification
.
n14Psi
(
θ
t
:
ℝ
)
:
ℝ
Equations
Verification.n14Psi
θ
t
=
(
1
+
t
^
θ
⁻¹
)
^
(
-
θ
)
Instances For
source
theorem
Verification
.
n14Inv_base
{
θ
:
ℝ
}
(
hθ
:
0
<
θ
)
{
u
:
↑
unitInterval
}
(
hu
:
0
<
↑
u
)
:
0
≤
↑
u
^
(
-
θ
⁻¹
)
-
1
source
theorem
Verification
.
n14Comparison_inv
{
θ
η
:
ℝ
}
(
hθ
:
0
<
θ
)
(
hη
:
0
<
η
)
{
u
:
↑
unitInterval
}
(
hu
:
0
<
↑
u
)
:
n14Comparison
θ
η
(
n14Inv
θ
↑
u
)
=
n14Inv
η
↑
u
source
theorem
Verification
.
n14Comparison_psi
{
θ
η
t
:
ℝ
}
(
hθ
:
0
<
θ
)
(
hη
:
0
<
η
)
(
ht
:
0
≤
t
)
:
n14Psi
η
(
n14Comparison
θ
η
t
)
=
n14Psi
θ
t
source
theorem
Verification
.
nelsen14_lowerOrthant_monotone
{
θ
η
:
ℝ
}
(
hθ
:
1
≤
θ
)
(
hη
:
1
≤
η
)
(
hθη
:
θ
≤
η
)
:
(
ProbabilityTheory.Copula.nelsen14
θ
hθ
)
.
LowerOrthantLE
(
ProbabilityTheory.Copula.nelsen14
η
hη
)
source
theorem
Verification
.
nelsen14_schur_monotone
{
θ
η
:
ℝ
}
(
hθ
:
1
≤
θ
)
(
hη
:
1
≤
η
)
(
hθη
:
θ
≤
η
)
:
(
ProbabilityTheory.Copula.nelsen14
θ
hθ
)
.
SchurBothLE
(
ProbabilityTheory.Copula.nelsen14
η
hη
)