OAI/Combinatorics/ContingencyTables/Transport/FiniteSupportVariance.lean

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4 declarations, 0 contain sorry, 0 declared as axioms

Removing zero-weight states preserves finite weighted variance

  1. theorem OAI.ContingencyTables.FiniteExposureVariance.sum_support_embedding line 14

    Source 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
    …
  2. theorem OAI.ContingencyTables.FiniteExposureVariance.mean_support_embedding line 23
  3. theorem OAI.ContingencyTables.FiniteExposureVariance.variance_support_embedding line 31
  4. theorem OAI.ContingencyTables.FiniteExposureVariance.variance_positive_support line 41

    Source 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