OAI/Probability/GammaPassage/SurvivalQuantile.lean

GitHub source file

15 declarations, 0 contain sorry, 0 declared as axioms

  1. def OAI.GammaFPP.gammaSurvival line 12
  2. def OAI.GammaFPP.gammaSurvivalQuantile line 15
  3. def OAI.GammaFPP.gammaSurvivalQuantileExtended line 18
  4. lemma OAI.GammaFPP.gammaSurvival_mem line 21
  5. lemma OAI.GammaFPP.gammaQuantileReal_cdf line 27
  6. lemma OAI.GammaFPP.gammaSurvivalQuantile_inverse line 32
  7. lemma OAI.GammaFPP.gammaSurvivalQuantile_antitoneOn line 36
  8. lemma OAI.GammaFPP.gammaQuantileReal_continuousOn line 48

    Source documentation

    Inverse continuity includes the one-sided probability endpoint zero. The arbitrary real value at probability one is not used.

    lemma gammaQuantileReal_continuousOn :
        ContinuousOn (gammaQuantileReal shape rate hs hr) (Ico (0 : ℝ) 1) := by
    …

    Mentions: OAI.GammaFPP.gammaQuantileReal

  9. lemma OAI.GammaFPP.gammaSurvivalQuantile_continuousOn line 82
  10. lemma OAI.GammaFPP.gammaSurvivalQuantileExtended_zero line 89
  11. lemma OAI.GammaFPP.gammaSurvivalQuantileExtended_of_pos line 93
  12. lemma OAI.GammaFPP.gammaSurvivalQuantileExtended_ne_top_iff line 100

    Source documentation

    On the finite-bit domain, the infinity guard is exactly positive survival.

    lemma gammaSurvivalQuantileExtended_ne_top_iff {v : ℝ} (hv : v ∈ Icc (0 : ℝ) 1) :
        gammaSurvivalQuantileExtended hs hr v ≠ ⊤ ↔ 0 < v := by
    …

    Mentions: OAI.GammaFPP.gammaSurvivalQuantileExtended

  13. lemma OAI.GammaFPP.gammaSurvivalQuantileExtended_toReal line 112
  14. lemma OAI.GammaFPP.gammaSurvivalQuantileExtended_antitoneOn line 117
  15. lemma OAI.GammaFPP.gammaSurvivalQuantile_upper_cost line 132

    Source documentation

    Lower survival rounding gives upper actual real cost whenever its guard holds.

    lemma gammaSurvivalQuantile_upper_cost {x v : ℝ} (hx : 0 ≤ x)
        (hv : 0 < v) (hvs : v ≤ gammaSurvival shape rate x) :
        x ≤ gammaSurvivalQuantile hs hr v := by
    …

    Mentions: OAI.GammaFPP.gammaSurvival, OAI.GammaFPP.gammaSurvivalQuantile