theorem
Verification.sklar_map_withDensity_comp
{X : Type u_1}
{Y : Type u_2}
[MeasurableSpace X]
[MeasurableSpace Y]
(μ : MeasureTheory.Measure X)
{F : X → Y}
(hF : Measurable F)
{h : Y → ENNReal}
(hh : Measurable h)
:
MeasureTheory.Measure.map F (μ.withDensity fun (x : X) => h (F x)) = (MeasureTheory.Measure.map F μ).withDensity h
theorem
Verification.joint_tp2_density_of_copula
(J : MeasureTheory.Measure (ℝ × ℝ))
(M : MeasureTheory.Measure ℝ)
(m : ℝ → ℝ)
(hm : Measurable m)
(hn : ∀ (x : ℝ), 0 ≤ m x)
(hM : M = MeasureTheory.volume.withDensity fun (x : ℝ) => ENNReal.ofReal (m x))
(F : ℝ → ↑unitInterval)
(hF : Measurable F)
(hmono : Monotone F)
(hinj : Function.Injective F)
(C : ProbabilityTheory.Copula 2)
(hprod : MeasureTheory.Measure.map (fun (p : ℝ × ℝ) => ![F p.1, F p.2]) (M.prod M) = MeasureTheory.volume)
(hC : C.toMeasure = MeasureTheory.Measure.map (fun (p : ℝ × ℝ) => ![F p.1, F p.2]) J)
(hTP : C.HasMTP2Density)
: