def
Verification.partitionCellMap
{m n : ℕ}
(P : ProbabilityTheory.Copula.IntervalPartition m)
(Q : ProbabilityTheory.Copula.IntervalPartition n)
(i : Fin m)
(j : Fin n)
(x : Fin 2 → ↑unitInterval)
:
Fin 2 → ↑unitInterval
Equations
- Verification.partitionCellMap P Q i j x = ![Verification.partitionEmbed P i (x 0), Verification.partitionEmbed Q j (x 1)]
Instances For
theorem
Verification.partitionCellMap_continuous
{m n : ℕ}
(P : ProbabilityTheory.Copula.IntervalPartition m)
(Q : ProbabilityTheory.Copula.IntervalPartition n)
(i : Fin m)
(j : Fin n)
:
Continuous (partitionCellMap P Q i j)
noncomputable def
Verification.partitionCellLaw
{m n : ℕ}
(P : ProbabilityTheory.Copula.IntervalPartition m)
(Q : ProbabilityTheory.Copula.IntervalPartition n)
(i : Fin m)
(j : Fin n)
(C : ProbabilityTheory.Copula 2)
:
MeasureTheory.Measure (Fin 2 → ↑unitInterval)
Equations
- Verification.partitionCellLaw P Q i j C = MeasureTheory.Measure.map (Verification.partitionCellMap P Q i j) C.toMeasure
Instances For
instance
Verification.instIsProbabilityMeasureForallFinOfNatNatElemRealUnitIntervalPartitionCellLaw
{m n : ℕ}
(P : ProbabilityTheory.Copula.IntervalPartition m)
(Q : ProbabilityTheory.Copula.IntervalPartition n)
(i : Fin m)
(j : Fin n)
(C : ProbabilityTheory.Copula 2)
:
MeasureTheory.IsProbabilityMeasure (partitionCellLaw P Q i j C)
theorem
Verification.partitionCellLaw_Iic
{m n : ℕ}
(P : ProbabilityTheory.Copula.IntervalPartition m)
(Q : ProbabilityTheory.Copula.IntervalPartition n)
(i : Fin m)
(j : Fin n)
(C : ProbabilityTheory.Copula 2)
(u : Fin 2 → ↑unitInterval)
:
(partitionCellLaw P Q i j C) (Set.Iic u) = ENNReal.ofReal (C.cdf ![P.coord i (u 0), Q.coord j (u 1)])
theorem
Verification.integral_partitionCellLaw
{m n : ℕ}
(P : ProbabilityTheory.Copula.IntervalPartition m)
(Q : ProbabilityTheory.Copula.IntervalPartition n)
(i : Fin m)
(j : Fin n)
(C : ProbabilityTheory.Copula 2)
{f : (Fin 2 → ↑unitInterval) → ℝ}
(hf : Continuous f)
:
∫ (x : Fin 2 → ↑unitInterval), f x ∂partitionCellLaw P Q i j C = ∫ (x : Fin 2 → ↑unitInterval), f (partitionCellMap P Q i j x) ∂C.toMeasure