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Verification
.
Nelsen17Tails
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Imports
Init
Verification.Nelsen17
Copula.TailDependence.Derivative
Imported by
Verification
.
n17Diagonal
Verification
.
n17Diagonal_deriv
Verification
.
n17Diagonal_deriv_zero
Verification
.
n17Diagonal_deriv_one
Verification
.
n17Diagonal_eq
Verification
.
nelsen17_tails
← Mathematical handbook
source
noncomputable def
Verification
.
n17Diagonal
(
a
t
:
ℝ
)
:
ℝ
Equations
Verification.n17Diagonal
a
t
=
(
1
+
((
1
+
t
)
^
a
-
1
)
^
2
/
Verification.n17A
a
)
^
a
⁻¹
-
1
Instances For
source
theorem
Verification
.
n17Diagonal_deriv
{
a
t
:
ℝ
}
(
ht
:
1
+
t
≠
0
)
(
hb
:
1
+
((
1
+
t
)
^
a
-
1
)
^
2
/
n17A
a
≠
0
)
:
HasDerivAt
(
n17Diagonal
a
)
(
2
*
((
1
+
t
)
^
a
-
1
)
*
(
a
*
(
1
+
t
)
^
(
a
-
1
))
/
n17A
a
*
a
⁻¹
*
(
1
+
((
1
+
t
)
^
a
-
1
)
^
2
/
n17A
a
)
^
(
a
⁻¹
-
1
))
t
source
theorem
Verification
.
n17Diagonal_deriv_zero
(
a
:
ℝ
)
:
HasDerivAt
(
n17Diagonal
a
)
0
0
source
theorem
Verification
.
n17Diagonal_deriv_one
{
a
:
ℝ
}
(
ha
:
a
≠
0
)
:
HasDerivAt
(
n17Diagonal
a
)
2
1
source
theorem
Verification
.
n17Diagonal_eq
(
θ
:
ℝ
)
(
hθ
:
θ
≠
0
)
(
t
:
↑
unitInterval
)
:
n17Diagonal
(
-
θ
)
↑
t
=
(
nelsen17
θ
hθ
)
.
diagonal
t
source
theorem
Verification
.
nelsen17_tails
(
θ
:
ℝ
)
(
hθ
:
θ
≠
0
)
:
(
nelsen17
θ
hθ
)
.
HasLowerTailDependence
0
∧
(
nelsen17
θ
hθ
)
.
HasUpperTailDependence
0