noncomputable def
Verification.rowMeanEnergy
{n : ℕ}
(P : ProbabilityTheory.Copula.IntervalPartition n)
(C : ProbabilityTheory.Copula 2)
(v : ↑unitInterval)
:
Equations
- Verification.rowMeanEnergy P C v = ∑ i : Fin n, P.width i * Verification.copulaRowMean P C i v ^ 2
Instances For
theorem
Verification.copulaRowMean_mem
{n : ℕ}
(P : ProbabilityTheory.Copula.IntervalPartition n)
(C : ProbabilityTheory.Copula 2)
(i : Fin n)
(v : ↑unitInterval)
:
theorem
Verification.rowMeanEnergy_error
{n : ℕ}
(P : ProbabilityTheory.Copula.IntervalPartition n)
(C : ProbabilityTheory.Copula 2)
(v : ↑unitInterval)
:
conditionalEnergy C v - rowMeanEnergy P C v ≤ 2 * partitionAverageError P fun (u : ↑unitInterval) => C.conditionalCDF u v
theorem
Verification.rowMeanEnergy_tendsto
(C : ProbabilityTheory.Copula 2)
(v : ↑unitInterval)
:
Filter.Tendsto (fun (k : ℕ) => rowMeanEnergy (ProbabilityTheory.Copula.IntervalPartition.uniform (k + 1) ⋯) C v)
Filter.atTop (nhds (conditionalEnergy C v))