OAI/Probability/GammaPassage/TiltDensity.lean

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6 declarations, 0 contain sorry, 0 declared as axioms

  1. def OAI.GammaFPP.gammaScaleLikelihood line 16

    Source documentation

    Likelihood for changing a Gamma rate from rate to rate / alpha.

    noncomputable def gammaScaleLikelihood (shape rate alpha x : ℝ) : ℝ :=
    …
  2. lemma OAI.GammaFPP.gammaScaleLikelihood_pos line 19
  3. lemma OAI.GammaFPP.gamma_scale_likelihood_density line 24

    Source 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

  4. theorem OAI.GammaFPP.gammaMeasure_withDensity_scaleLikelihood line 51

    Source 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

  5. def OAI.GammaFPP.gammaShrinkLikelihood line 65

    Source documentation

    The likelihood with the parametrization alpha = 1 - delta.

    noncomputable def gammaShrinkLikelihood (shape rate delta x : ℝ) : ℝ :=
    …
  6. theorem OAI.GammaFPP.gammaMeasure_withDensity_shrinkLikelihood line 68