Identification with package ordinal sums and exact directional coefficients #
theorem
Verification.conditionalBlocks_eq_ordinalSum
(C D : ProbabilityTheory.Copula 2)
(a : ↑unitInterval)
(ha0 : 0 < a)
(ha1 : a < 1)
:
theorem
Verification.chatterjeeXi_ordinalSum
(C D : ProbabilityTheory.Copula 2)
(a : ↑unitInterval)
:
(C.ordinalSum D a).chatterjeeXi = 1 - ↑a ^ 2 * (1 - C.chatterjeeXi) - (1 - ↑a) ^ 2 * (1 - D.chatterjeeXi)
theorem
Verification.correlationRatio_ordinalSum
(C D : ProbabilityTheory.Copula 2)
(a : ↑unitInterval)
:
correlationRatio (C.ordinalSum D a) = 1 - ↑a ^ 3 * (1 - correlationRatio C) - (1 - ↑a) ^ 3 * (1 - correlationRatio D)