Prefix integration for tagged predictor blocks #
theorem
Verification.integral_unitJoin_prefix
(a : ↑unitInterval)
(ha0 : 0 < a)
(ha1 : a < 1)
(f g : ↑unitInterval → ℝ)
(hf : Measurable f)
(hg : Measurable g)
(hi : MeasureTheory.Integrable f MeasureTheory.volume)
(hj : MeasureTheory.Integrable g MeasureTheory.volume)
(r : ↑unitInterval)
:
∫ (u : ↑unitInterval) in Set.Iic r, unitJoin a f g u = (↑a * ∫ (u : ↑unitInterval) in Set.Iic (ProbabilityTheory.Copula.OrdinalSum.lowerCoord a r), f u) + (1 - ↑a) * ∫ (u : ↑unitInterval) in Set.Iic (ProbabilityTheory.Copula.OrdinalSum.upperCoord a r), g u