OAI/Probability/GammaPassage/TiltDensity.lean
6 declarations, 0 contain sorry, 0 declared as axioms
- def
OAI.GammaFPP.gammaScaleLikelihoodline 16Source documentation
Likelihood for changing a Gamma rate from
ratetorate / alpha.noncomputable def gammaScaleLikelihood (shape rate alpha x : ℝ) : ℝ := …
- lemma
OAI.GammaFPP.gammaScaleLikelihood_posline 19 - lemma
OAI.GammaFPP.gamma_scale_likelihood_densityline 24Source documentation
The likelihood identity includes the real-power convention at
x = 0.lemma gamma_scale_likelihood_density {shape rate alpha : ℝ} (hshape : 0 < shape) (hrate : 0 < rate) (halpha : 0 < alpha) (x : ℝ) : gammaPDF shape rate x * ENNReal.ofReal (gammaScaleLikelihood shape rate alpha x) = gammaPDF shape (rate / alpha) x := by …Mentions: OAI.GammaFPP.gammaScaleLikelihood
- theorem
OAI.GammaFPP.gammaMeasure_withDensity_scaleLikelihoodline 51Source documentation
Weighting the Gamma measure by the scaling likelihood changes its rate.
theorem gammaMeasure_withDensity_scaleLikelihood {shape rate alpha : ℝ} (hshape : 0 < shape) (hrate : 0 < rate) (halpha : 0 < alpha) : (gammaMeasure shape rate).withDensity (fun x => ENNReal.ofReal (gammaScaleLikelihood shape rate alpha x)) = gammaMeasure shape (rate / alpha) := by …Mentions: OAI.GammaFPP.gammaScaleLikelihood
- def
OAI.GammaFPP.gammaShrinkLikelihoodline 65Source documentation
The likelihood with the parametrization
alpha = 1 - delta.noncomputable def gammaShrinkLikelihood (shape rate delta x : ℝ) : ℝ := …
- theorem
OAI.GammaFPP.gammaMeasure_withDensity_shrinkLikelihoodline 68