theorem
Verification.cdf_map_neg_of_atomless
(μ : MeasureTheory.Measure ℝ)
[MeasureTheory.IsProbabilityMeasure μ]
[MeasureTheory.NullSingletonClass μ]
(x : ℝ)
:
↑(ProbabilityTheory.cdf (MeasureTheory.Measure.map (fun (z : ℝ) => -z) μ)) (-x) = 1 - ↑(ProbabilityTheory.cdf μ) x
theorem
Verification.ofContinuousMarginals_countermonotonic_of_ae_neg
(μ : MeasureTheory.ProbabilityMeasure (Fin 2 → ℝ))
(hc : ∀ (i : Fin 2), Continuous ↑(ProbabilityTheory.cdf (ProbabilityTheory.Copula.marginal μ i)))
[MeasureTheory.NullSingletonClass (ProbabilityTheory.Copula.marginal μ 0)]
(he : ∀ᵐ (x : Fin 2 → ℝ) ∂↑μ, x 1 = -x 0)
:
theorem
Verification.gaussian_negative_one_ae_neg :
∀ᵐ (x : EuclideanSpace ℝ (Fin 2)) ∂ProbabilityTheory.multivariateGaussian 0 (bivariateCorrelation (-1)), x.ofLp 1 = -x.ofLp 0
theorem
Verification.gaussianScaleMixture_negative_one
(μ : MeasureTheory.ProbabilityMeasure ℝ)
(s : ℝ → ℝ)
(hs : Measurable s)
(hp : ∀ᵐ (t : ℝ) ∂↑μ, 0 < s t)
: