theorem
Verification.symmetricCopula_diagonal_eq_triangle
(C : ProbabilityTheory.Copula 2)
(hC : C.transpose = C)
(hac : C.toMeasure.AbsolutelyContinuous MeasureTheory.volume)
(t : ↑unitInterval)
:
theorem
Verification.student_joint_triangle_conditional
{r : ℝ}
(hr : r ∈ Set.Ioo (-1) 1)
(ν : ℝ)
(hν : 0 < ν)
(a : ℝ)
:
(MeasureTheory.Measure.map ⇑MeasurableEquiv.finTwoArrow
↑(ProbabilityTheory.Copula.studentTLaw (bivariateCorrelation r) ν hν)).real
{p : ℝ × ℝ | p.1 ≤ a ∧ p.2 ≤ p.1} = ∫ (x : ℝ) in Set.Iic a, ↑(ProbabilityTheory.cdf (MeasureTheory.volume.withDensity (studentConditionalDensity r ν x)))
x ∂ProbabilityTheory.Copula.marginal (ProbabilityTheory.Copula.studentTLaw (bivariateCorrelation r) ν hν) 0
theorem
Verification.studentBivariate_triangle_conditional
{r : ℝ}
(hr : r ∈ Set.Ioo (-1) 1)
(ν : ℝ)
(hν : 0 < ν)
(a : ℝ)
:
(studentBivariate r ⋯ ν hν).toMeasure.real
{u : Fin 2 → ↑unitInterval | u 0 ≤ ProbabilityTheory.cdfUnit
(ProbabilityTheory.Copula.marginal (ProbabilityTheory.Copula.studentTLaw (bivariateCorrelation r) ν hν) 0)
a ∧ u 1 ≤ u 0} = ∫ (x : ℝ) in Set.Iic a, ↑(ProbabilityTheory.cdf (MeasureTheory.volume.withDensity (studentConditionalDensity r ν x)))
x ∂ProbabilityTheory.Copula.marginal (ProbabilityTheory.Copula.studentTLaw (bivariateCorrelation r) ν hν) 0
theorem
Verification.studentBivariate_diagonal_conditional
{r : ℝ}
(hr : r ∈ Set.Ioo (-1) 1)
(ν : ℝ)
(hν : 0 < ν)
(a : ℝ)
:
(studentBivariate r ⋯ ν hν).diagonal
(ProbabilityTheory.cdfUnit
(ProbabilityTheory.Copula.marginal (ProbabilityTheory.Copula.studentTLaw (bivariateCorrelation r) ν hν) 0) a) = 2 * ∫ (x : ℝ) in Set.Iic a, ↑(ProbabilityTheory.cdf (MeasureTheory.volume.withDensity (studentConditionalDensity r ν x)))
x ∂ProbabilityTheory.Copula.marginal (ProbabilityTheory.Copula.studentTLaw (bivariateCorrelation r) ν hν) 0