Documentation

Verification.Plackett

← Mathematical handbook
theorem Verification.plackettF_symm (θ u v : ℝ) :
plackettF θ u v = plackettF θ v u
theorem Verification.plackettF_zero {θ v : ℝ} (hθ : 0 < θ) (hv : v ∈ Set.Icc 0 1) :
plackettF θ 0 v = 0
theorem Verification.plackettF_one {θ v : ℝ} (hθ : 0 < θ) (hne : θ ≠ 1) (hv : v ∈ Set.Icc 0 1) :
plackettF θ 1 v = v
theorem Verification.plackettP_monotone {θ u : ℝ} (hθ : 0 < θ) (hu : u ∈ Set.Icc 0 1) :
theorem Verification.plackettF_rectangle {θ : ℝ} (hθ : 0 < θ) (hne : θ ≠ 1) (a b c d : ↑unitInterval) (hab : a ≤ b) (hcd : c ≤ d) :
0 ≤ plackettF θ ↑b ↑d - plackettF θ ↑a ↑d - plackettF θ ↑b ↑c + plackettF θ ↑a ↑c
theorem Verification.plackett_isClassical {θ : ℝ} (hθ : 0 < θ) (hne : θ ≠ 1) :
ProbabilityTheory.Copula.IsClassical fun (u : Fin 2 → ↑unitInterval) => plackettF θ ↑(u 0) ↑(u 1)
noncomputable def Verification.plackett (θ : ℝ) (hθ : 0 < θ) :
Equations
  • One or more equations did not get rendered due to their size.
Instances For
    theorem Verification.plackett_cdf {θ : ℝ} (hθ : 0 < θ) (hne : θ ≠ 1) (u v : ↑unitInterval) :
    (plackett θ hθ).cdf ![u, v] = (1 + (θ - 1) * (↑u + ↑v) - √((1 + (θ - 1) * (↑u + ↑v)) ^ 2 - 4 * θ * (θ - 1) * ↑u * ↑v)) / (2 * (θ - 1))