OAI/Combinatorics/ContingencyTables/Transport/FiniteSupportVariance.lean
4 declarations, 0 contain sorry, 0 declared as axioms
Removing zero-weight states preserves finite weighted variance
- theorem
OAI.ContingencyTables.FiniteExposureVariance.sum_support_embeddingline 14Source documentation
An injective encoding may omit only states of weight zero.
theorem sum_support_embedding (e : X → Y) (he : Function.Injective e) (w : Y → ℝ) (hw : ∀ y ∉ Set.range e,w y=0) (H : Y → ℝ) : (∑ x,w (e x)*H (e x))=∑ y,w y*H y := by … - theorem
OAI.ContingencyTables.FiniteExposureVariance.mean_support_embeddingline 23 - theorem
OAI.ContingencyTables.FiniteExposureVariance.variance_support_embeddingline 31 - theorem
OAI.ContingencyTables.FiniteExposureVariance.variance_positive_supportline 41Source documentation
In particular, restriction to the strictly positive support does not change any weighted variance, including the empty-support case.
theorem variance_positive_support (w H : X → ℝ) (hw : ∀ x,0 ≤ w x) : variance (fun x : {x // 0 < w x} => w x.val) (fun x => H x.val)=variance w H := by …Mentions: OAI.ContingencyTables.FiniteExposureVariance.variance