OAI/Probability/GammaPassage/TiltComparison.lean
2 declarations, 0 contain sorry, 0 declared as axioms
- theorem
OAI.GammaFPP.withDensity_sq_le_second_momentline 11Source documentation
Cauchy–Schwarz for an extended nonnegative density and a measurable event.
theorem withDensity_sq_le_second_moment {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) (L : Ω → ℝ≥0∞) (hL : Measurable L) (A : Set Ω) (hA : MeasurableSet A) : ((P.withDensity L) A)^2 ≤ (∫⁻ x, (L x)^2 ∂P)*P A := by … - theorem
OAI.GammaFPP.finite_gamma_scaled_probability_sq_boundline 31Source documentation
A second-moment bound for scaled finite Gamma event probabilities when
-1 < delta < 1.theorem finite_gamma_scaled_probability_sq_bound {ι : Type*} [Fintype ι] {shape rate delta : ℝ} (hs : 0 < shape) (hr : 0 < rate) (hlo : -1 < delta) (hhi : delta < 1) (A : Set (ι → ℝ)) (hA : MeasurableSet A) : ((finiteGammaMeasure (ι := ι) shape rate).map …Mentions: OAI.GammaFPP.finiteGammaMeasure