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Verification
.
Nelsen19UpperLimit
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Imports
Init
Verification.Nelsen19Tails
Imported by
Verification
.
nelsen19_cdf_lower_bound
Verification
.
nelsen19_tendsto_atTop
← Mathematical handbook
source
theorem
Verification
.
nelsen19_cdf_lower_bound
{
θ
:
ℝ
}
(
hθ
:
0
<
θ
)
(
u
v
:
↑
unitInterval
)
:
min
↑
u
↑
v
/
(
1
+
min
↑
u
↑
v
*
Real.log
2
/
θ
)
≤
(
nelsen19
θ
⋯
)
.
cdf
![
u
,
v
]
source
theorem
Verification
.
nelsen19_tendsto_atTop
{
α
:
Type
u_1}
{
l
:
Filter
α
}
(
θ
:
α
→
ℝ
)
(
hθ
:
∀ (
a
:
α
),
0
≤
θ
a
)
(
ht
:
Filter.Tendsto
θ
l
Filter.atTop
)
(
u
v
:
↑
unitInterval
)
:
Filter.Tendsto
(fun (
a
:
α
) =>
(
nelsen19
(
θ
a
)
⋯
)
.
cdf
![
u
,
v
]
)
l
(
nhds
(
(
ProbabilityTheory.Copula.comonotonic
2
)
.
cdf
![
u
,
v
]
)
)