Parameter measurability of Fisher's F distribution #
This file proves that the Fisher--Snedecor law is a measurable function of its two degrees of freedom. Consequently, measurable numerator and denominator parameters can be used to form a probability kernel whenever they lie in the positive range.
Joint measurability of the density is exposed alongside the measure-level result, so both the law and its density can be composed with measurable parameter maps.
Main results #
measurable_uncurry_fisherSnedecorPDF— joint measurability of the density.measurable_fisherSnedecorMeasure— joint parameter measurability of the family of measures.
theorem
TauCeti.Probability.measurable_uncurry_fisherSnedecorPDF :
Measurable fun (q : (ℝ × ℝ) × ℝ) => fisherSnedecorPDF q.1.1 q.1.2 q.2
The Fisher--Snedecor density is jointly measurable in the numerator and denominator degrees of freedom and the sample point.
theorem
TauCeti.Probability.measurable_fisherSnedecorMeasure :
Measurable fun (p : ℝ × ℝ) => fisherSnedecorMeasure p.1 p.2
The Fisher--Snedecor family is jointly measurable in its two degrees of freedom.
This theorem includes every invalid parameter pair, where fisherSnedecorMeasure is the zero
measure.