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Verification
.
PlackettTails
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Imports
Init
Verification.Plackett
Copula.TailDependence.Derivative
Copula.TailDependence.Examples
Imported by
Verification
.
plackettDiag
Verification
.
plackettDiag_eq
Verification
.
plackettDiag_deriv
Verification
.
plackett_tails
← Mathematical handbook
source
noncomputable def
Verification
.
plackettDiag
(
θ
t
:
ℝ
)
:
ℝ
Equations
Verification.plackettDiag
θ
t
=
(
1
+
2
*
(
θ
-
1
)
*
t
-
√
(
1
+
4
*
(
θ
-
1
)
*
t
*
(
1
-
t
)))
/
(
2
*
(
θ
-
1
))
Instances For
source
theorem
Verification
.
plackettDiag_eq
{
θ
:
ℝ
}
(
hθ
:
0
<
θ
)
(
hne
:
θ
≠
1
)
(
t
:
↑
unitInterval
)
:
plackettDiag
θ
↑
t
=
(
plackett
θ
hθ
)
.
diagonal
t
source
theorem
Verification
.
plackettDiag_deriv
{
θ
t
:
ℝ
}
(
hne
:
θ
≠
1
)
(
hD
:
0
<
1
+
4
*
(
θ
-
1
)
*
t
*
(
1
-
t
))
:
HasDerivAt
(
plackettDiag
θ
)
(
1
-
(
1
-
2
*
t
)
/
√
(
1
+
4
*
(
θ
-
1
)
*
t
*
(
1
-
t
)))
t
source
theorem
Verification
.
plackett_tails
{
θ
:
ℝ
}
(
hθ
:
0
<
θ
)
:
(
plackett
θ
hθ
)
.
HasLowerTailDependence
0
∧
(
plackett
θ
hθ
)
.
HasUpperTailDependence
0