theorem
Verification.checkerboard_rho_centers
{m n : ℕ}
{P : ProbabilityTheory.Copula.IntervalPartition m}
{Q : ProbabilityTheory.Copula.IntervalPartition n}
(A : ProbabilityTheory.Copula.CellMass P Q)
:
A.checkerboard.spearmanRho = 12 * ∑ i : Fin m, ∑ j : Fin n, A.mass i j * (1 - partitionCenter P i) * (1 - partitionCenter Q j) - 3
theorem
Verification.uniform_patchwork_rho_correction
{m n : ℕ}
(hm : 0 < m)
(hn : 0 < n)
(A :
ProbabilityTheory.Copula.CellMass (ProbabilityTheory.Copula.IntervalPartition.uniform m hm)
(ProbabilityTheory.Copula.IntervalPartition.uniform n hn))
(C : ProbabilityTheory.Copula 2)
:
(A.patchwork fun (x : Fin m) (x_1 : Fin n) => C).spearmanRho = A.checkerboard.spearmanRho + C.spearmanRho / (↑m * ↑n)
theorem
Verification.rectangular_checkerboard_rho
{m n : ℕ}
(hm : 0 < m)
(hn : 0 < n)
(A :
ProbabilityTheory.Copula.CellMass (ProbabilityTheory.Copula.IntervalPartition.uniform m hm)
(ProbabilityTheory.Copula.IntervalPartition.uniform n hn))
:
The source Omega formula, for arbitrary admissible rectangular cell matrices.
theorem
Verification.rectangular_checkMin_rho
{m n : ℕ}
(hm : 0 < m)
(hn : 0 < n)
(A :
ProbabilityTheory.Copula.CellMass (ProbabilityTheory.Copula.IntervalPartition.uniform m hm)
(ProbabilityTheory.Copula.IntervalPartition.uniform n hn))
:
theorem
Verification.rectangular_checkW_rho
{m n : ℕ}
(hm : 0 < m)
(hn : 0 < n)
(A :
ProbabilityTheory.Copula.CellMass (ProbabilityTheory.Copula.IntervalPartition.uniform m hm)
(ProbabilityTheory.Copula.IntervalPartition.uniform n hn))
: