Equivalence of Schur and orthant order for monotone conditional distributions #
theorem
Verification.rowMeanTest_le_of_lowerOrthantLE
(C D : ProbabilityTheory.Copula 2)
(hC : C.IsSI)
(h : C.LowerOrthantLE D)
(m : ℕ)
(hm : 0 < m)
(v : ↑unitInterval)
(φ : ℝ → ℝ)
(hc : Continuous φ)
(hφ : ConvexOn ℝ (Set.Icc 0 1) φ)
:
Ordered CDF prefixes imply every convex test inequality for finite row averages. Only the smaller copula needs to be conditionally increasing.
theorem
Verification.schurLE_of_lowerOrthantLE_isSI
(C D : ProbabilityTheory.Copula 2)
(hC : C.IsSI)
(h : C.LowerOrthantLE D)
:
C.SchurLE D
CDF order above a conditionally increasing copula implies Schur order; the larger copula need not be conditionally increasing.
theorem
Verification.schurLE_iff_lowerOrthantLE_isSI
(C D : ProbabilityTheory.Copula 2)
(hC : C.IsSI)
(hD : D.IsSI)
:
Lemma 2.6(ii), including singular conditionally increasing copulas.
theorem
Verification.schurLE_iff_lowerOrthantLE_isSD
(C D : ProbabilityTheory.Copula 2)
(hC : C.IsSD)
(hD : D.IsSD)
:
Lemma 2.8(ii): for conditionally decreasing copulas the CDF direction reverses.