OAI/Combinatorics/SharpThreshold/QuantileAnalysis.lean
3 declarations, 0 contain sorry, 0 declared as axioms
- theorem
OAI.Problem313.quantile_attainment_of_strictMonoOnline 11Source documentation
A continuous strictly increasing distribution on the unit interval attains its infimum-defined quantiles at unique interior points.
theorem quantile_attainment_of_strictMonoOn {μ : ℝ → ℝ} (hcont : ContinuousOn μ (Set.Icc 0 1)) (hmono : StrictMonoOn μ (Set.Icc 0 1)) (hzero : μ 0 = 0) (hone : μ 1 = 1) {a : ℝ} (ha0 : 0 < a) (ha1 : a < 1) : let q := sInf {p : ℝ | p ∈ Set.Icc (0 : ℝ) 1 ∧ a ≤ μ p} … - theorem
OAI.Problem313.strictMonoOn_unit_of_hasDerivAt_posline 52Source documentation
Positive derivatives in the interior imply the strict monotonicity required by the quantile attainment theorem; endpoints only require continuity.
theorem strictMonoOn_unit_of_hasDerivAt_pos {μ D : ℝ → ℝ} (hcont : ContinuousOn μ (Set.Icc 0 1)) (hderiv : ∀ p ∈ Set.Ioo (0 : ℝ) 1, HasDerivAt μ (D p) p) (hpos : ∀ p ∈ Set.Ioo (0 : ℝ) 1, 0 < D p) : StrictMonoOn μ (Set.Icc (0 : ℝ) 1) := by … - theorem
OAI.Problem313.quantile_attainment_of_hasDerivAt_posline 64Source documentation
The quantile width estimate in derivative form.
theorem quantile_attainment_of_hasDerivAt_pos {μ D : ℝ → ℝ} (hcont : ContinuousOn μ (Set.Icc 0 1)) (hderiv : ∀ p ∈ Set.Ioo (0 : ℝ) 1, HasDerivAt μ (D p) p) (hpos : ∀ p ∈ Set.Ioo (0 : ℝ) 1, 0 < D p) (hzero : μ 0 = 0) (hone : μ 1 = 1) {a : ℝ} (ha0 : 0 < a) (ha1 : a < 1) : let q := sInf {p : ℝ | p ∈ Set.Icc (0 : ℝ) 1 ∧ a ≤ μ p} …