Documentation
Verification
.
PickandsDiagonal
Search
return to top
source
Imports
Init
Verification.ExtremeValuePickands
Copula.ExtremeValue.Diagonal
Imported by
Verification
.
extremalCoefficient_eq_twice_pickands
← Mathematical handbook
source
theorem
Verification
.
extremalCoefficient_eq_twice_pickands
(
C
:
ProbabilityTheory.Copula
2
)
(
hC
:
C
.
IsExtremeValue
)
:
C
.
extremalCoefficient
=
2
*
copulaPickands
C
ProbabilityTheory.Copula.unitHalf