theorem
Verification.studentBivariate_cdf_conditional
{r : ℝ}
(hr : r ∈ Set.Ioo (-1) 1)
(ν : ℝ)
(hν : 0 < ν)
(a b : ℝ)
:
(studentBivariate r ⋯ ν hν).cdf
![ProbabilityTheory.cdfUnit
(ProbabilityTheory.Copula.marginal (ProbabilityTheory.Copula.studentTLaw (bivariateCorrelation r) ν hν) 0) a, ProbabilityTheory.cdfUnit
(ProbabilityTheory.Copula.marginal (ProbabilityTheory.Copula.studentTLaw (bivariateCorrelation r) ν hν) 1) b] = ∫ (x : ℝ) in Set.Iic a, ↑(ProbabilityTheory.cdf (MeasureTheory.volume.withDensity (studentConditionalDensity r ν x)))
b ∂ProbabilityTheory.Copula.marginal (ProbabilityTheory.Copula.studentTLaw (bivariateCorrelation r) ν hν) 0
theorem
Verification.measurable_studentConditional_cdf
{r : ℝ}
(hr : r ∈ Set.Ioo (-1) 1)
(ν : ℝ)
(hν : 0 < ν)
(b : ℝ)
:
Measurable fun (x : ℝ) =>
↑(ProbabilityTheory.cdf (MeasureTheory.volume.withDensity (studentConditionalDensity r ν x))) b
theorem
Verification.studentBivariate_conditionalCDF
{r : ℝ}
(hr : r ∈ Set.Ioo (-1) 1)
(ν : ℝ)
(hν : 0 < ν)
(b : ℝ)
:
(fun (x : ℝ) =>
(studentBivariate r ⋯ ν hν).conditionalCDF
(ProbabilityTheory.cdfUnit
(ProbabilityTheory.Copula.marginal (ProbabilityTheory.Copula.studentTLaw (bivariateCorrelation r) ν hν) 0) x)
(ProbabilityTheory.cdfUnit
(ProbabilityTheory.Copula.marginal (ProbabilityTheory.Copula.studentTLaw (bivariateCorrelation r) ν hν) 1)
b)) =ᵐ[ProbabilityTheory.Copula.marginal (ProbabilityTheory.Copula.studentTLaw (bivariateCorrelation r) ν hν) 0]
fun (x : ℝ) => ↑(ProbabilityTheory.cdf (MeasureTheory.volume.withDensity (studentConditionalDensity r ν x))) b