theorem
Verification.measurable_studentConditionalDensity
{r : ℝ}
(hr : r ∈ Set.Ioo (-1) 1)
(ν : ℝ)
(hν : 0 < ν)
:
Measurable fun (p : ℝ × ℝ) => studentConditionalDensity r ν p.1 p.2
theorem
Verification.student_marginal_density
{r : ℝ}
(hr : r ∈ Set.Icc (-1) 1)
(ν : ℝ)
(hν : 0 < ν)
(i : Fin 2)
:
ProbabilityTheory.Copula.marginal (ProbabilityTheory.Copula.studentTLaw (bivariateCorrelation r) ν hν) i = MeasureTheory.volume.withDensity fun (x : ℝ) => ENNReal.ofReal (studentMarginalPDF ν x)
theorem
Verification.student_joint_disintegration
{r : ℝ}
(hr : r ∈ Set.Ioo (-1) 1)
(ν : ℝ)
(hν : 0 < ν)
(f : ℝ × ℝ → ENNReal)
(hf : Measurable f)
:
∫⁻ (p : ℝ × ℝ), f
p ∂MeasureTheory.Measure.map ⇑MeasurableEquiv.finTwoArrow
↑(ProbabilityTheory.Copula.studentTLaw (bivariateCorrelation r) ν hν) = ∫⁻ (x : ℝ), ∫⁻ (y : ℝ), f
(x, y) ∂MeasureTheory.volume.withDensity
(studentConditionalDensity r ν
x) ∂ProbabilityTheory.Copula.marginal (ProbabilityTheory.Copula.studentTLaw (bivariateCorrelation r) ν hν) 0