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Verification.PatchworkXi

← Mathematical handbook
theorem Verification.patchwork_xi_formula {m n : ℕ} {P : ProbabilityTheory.Copula.IntervalPartition m} {Q : ProbabilityTheory.Copula.IntervalPartition n} (A : ProbabilityTheory.Copula.CellMass P Q) (C : Fin m → Fin n → ProbabilityTheory.Copula 2) :
(A.patchwork C).chatterjeeXi = 6 * ∑ i : Fin m, P.width i * ∑ j : Fin n, Q.width j * ((cellPrefix A i j / P.width i) ^ 2 + cellPrefix A i j / P.width i * (A.mass i j / P.width i) + (A.mass i j / P.width i) ^ 2 * ((C i j).chatterjeeXi + 2) / 6) - 2