Documentation

Verification.PlackettContinuity

← Mathematical handbook
theorem Verification.plackett_den_pos {θ : ℝ} (hθ : 0 < θ) (u v : ↑unitInterval) :
0 < plackettA θ ↑u ↑v + √(plackettD θ ↑u ↑v)
theorem Verification.plackett_cdf_rationalized {θ : ℝ} (hθ : 0 < θ) (u v : ↑unitInterval) :
(plackett θ hθ).cdf ![u, v] = 2 * θ * ↑u * ↑v / (plackettA θ ↑u ↑v + √(plackettD θ ↑u ↑v))
theorem Verification.plackett_tendsto_parameter {A : Type u_1} {l : Filter A} (θ : A → ℝ) (hθ : ∀ (a : A), 0 < θ a) {η : ℝ} (hη : 0 < η) (ht : Filter.Tendsto θ l (nhds η)) (u v : ↑unitInterval) :
Filter.Tendsto (fun (a : A) => (plackett (θ a) ⋯).cdf ![u, v]) l (nhds ((plackett η hη).cdf ![u, v]))
theorem Verification.plackett_tendsto_zero {A : Type u_1} {l : Filter A} (θ : A → ℝ) (hθ : ∀ (a : A), 0 < θ a) (ht : Filter.Tendsto θ l (nhds 0)) (u v : ↑unitInterval) :
noncomputable def Verification.plackettNormalized (u v x : ℝ) :
Equations
Instances For
    theorem Verification.plackett_cdf_normalized {θ : ℝ} (hθ : 1 < θ) (u v : ↑unitInterval) :
    (plackett θ ⋯).cdf ![u, v] = plackettNormalized (↑u) (↑v) (θ - 1)⁻¹
    theorem Verification.plackett_tendsto_atTop {A : Type u_1} {l : Filter A} (θ : A → ℝ) (hθ : ∀ (a : A), 0 < θ a) (ht : Filter.Tendsto θ l Filter.atTop) (u v : ↑unitInterval) :
    Filter.Tendsto (fun (a : A) => (plackett (θ a) ⋯).cdf ![u, v]) l (nhds ((ProbabilityTheory.Copula.comonotonic 2).cdf ![u, v]))