OAI/Probability/GammaPassage/TiltEnvelope.lean

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2 declarations, 0 contain sorry, 0 declared as axioms

  1. lemma OAI.GammaFPP.Tilt.gamma_likelihood_envelope line 9

    Source documentation

    A shape-dependent exponential envelope for the Gamma likelihood moment.

    lemma gamma_likelihood_envelope {shape : ℝ} (hs : 0 < shape)
        (δ : ℝ) (hδ : 0 ≤ δ) (hδ' : δ ≤ 1/2) (M : ℕ) :
        (1-δ^2)^(-shape*(M : ℝ)) ≤ exp (2*shape*M*δ^2) := by
    …
  2. theorem OAI.GammaFPP.Tilt.finite_edge_tilt_probability_sq_exp_bound line 26