Documentation

Verification.RectangularRho

← Mathematical handbook
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)) :
A.checkerboard.spearmanRho = 3 * ∑ i : Fin m, ∑ j : Fin n, (2 * ↑m - 2 * (↑↑i + 1) + 1) * (2 * ↑n - 2 * (↑↑j + 1) + 1) / (↑m * ↑n) * A.mass i j - 3

The source Omega formula, for arbitrary admissible rectangular cell matrices.