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[Merged by Bors] - feat(Probability/Distributions/Gaussian): the mgf of a gaussian#19896

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[Merged by Bors] - feat(Probability/Distributions/Gaussian): the mgf of a gaussian#19896
Vilin97 wants to merge 25 commits into
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vilin97-mgf-gaussian

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@Vilin97 Vilin97 commented Dec 11, 2024

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Compute the mgf of a gaussian.

Co-authored-by: Siyuan Ge [email protected]


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@github-actions github-actions Bot added new-contributor This PR was made by a contributor with at most 5 merged PRs. Welcome to the community! t-measure-probability Measure theory / Probability theory labels Dec 11, 2024
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PR summary 33929dffdb

Import changes for modified files

Dependency changes

File Base Count Head Count Change
Mathlib.Probability.Distributions.Gaussian 2103 2110 +7 (+0.33%)
Import changes for all files
Files Import difference
Mathlib.Probability.Distributions.Gaussian 7

Declarations diff

+ _root_.AEMeasurable.of_map_ne_zero
+ cgf_gaussianReal
+ mgf_add_const
+ mgf_const_add
+ mgf_dirac
+ mgf_gaussianReal
+ mgf_id_map

You can run this locally as follows
## summary with just the declaration names:
./scripts/declarations_diff.sh <optional_commit>

## more verbose report:
./scripts/declarations_diff.sh long <optional_commit>

The doc-module for script/declarations_diff.sh contains some details about this script.


No changes to technical debt.

You can run this locally as

./scripts/technical-debt-metrics.sh pr_summary
  • The relative value is the weighted sum of the differences with weight given by the inverse of the current value of the statistic.
  • The absolute value is the relative value divided by the total sum of the inverses of the current values (i.e. the weighted average of the differences).

@RemyDegenne RemyDegenne left a comment

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Can you also add a lemma (in this PR) for the mgf of a general gaussianReal and also add cgf versions?

Comment thread Mathlib/Probability/Distributions/Gaussian.lean Outdated
Comment thread Mathlib/Probability/Distributions/Gaussian.lean Outdated
Comment thread Mathlib/Probability/Distributions/Gaussian.lean Outdated
Comment thread Mathlib/Probability/Distributions/Gaussian.lean Outdated
Comment thread Mathlib/Probability/Distributions/Gaussian.lean Outdated
Comment thread Mathlib/Probability/Distributions/Gaussian.lean Outdated
Comment thread Mathlib/Probability/Distributions/Gaussian.lean Outdated
Comment thread Mathlib/Probability/Distributions/Gaussian.lean Outdated
@RemyDegenne RemyDegenne added the awaiting-author A reviewer has asked the author a question or requested changes. label Dec 11, 2024
Comment thread Mathlib/Probability/Distributions/Gaussian.lean Outdated
Comment thread Mathlib/Probability/Distributions/Gaussian.lean Outdated
Comment thread Mathlib/Probability/Distributions/Gaussian.lean Outdated
@Vilin97 Vilin97 removed the awaiting-author A reviewer has asked the author a question or requested changes. label Dec 20, 2024
@Vilin97

Vilin97 commented Dec 20, 2024

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I am now computing the mgf of a general gaussian, and I added the cgf too.

Comment thread Mathlib/MeasureTheory/Measure/MeasureSpace.lean Outdated
Comment thread Mathlib/Probability/Distributions/Gaussian.lean Outdated
Comment thread Mathlib/Probability/Moments.lean Outdated
Comment thread Mathlib/Probability/Moments.lean Outdated
Comment thread Mathlib/Probability/Distributions/Gaussian.lean Outdated
@RemyDegenne RemyDegenne added the awaiting-author A reviewer has asked the author a question or requested changes. label Dec 21, 2024
@Vilin97 Vilin97 removed the awaiting-author A reviewer has asked the author a question or requested changes. label Dec 21, 2024
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Vilin97 commented Dec 21, 2024

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I added the lemma mgf_dirac and removed the unnecessary assumption hv : v \neq 0.

@YaelDillies YaelDillies added the awaiting-author A reviewer has asked the author a question or requested changes. label Dec 30, 2024
@Vilin97 Vilin97 removed the awaiting-author A reviewer has asked the author a question or requested changes. label Dec 30, 2024
Comment thread Mathlib/Probability/Distributions/Gaussian.lean Outdated
Comment thread Mathlib/Probability/Distributions/Gaussian.lean Outdated
@YaelDillies YaelDillies added the awaiting-author A reviewer has asked the author a question or requested changes. label Dec 31, 2024
@Vilin97 Vilin97 removed the awaiting-author A reviewer has asked the author a question or requested changes. label Dec 31, 2024
@Vilin97 Vilin97 requested a review from YaelDillies January 1, 2025 22:08
Comment thread Mathlib/Probability/Distributions/Gaussian.lean Outdated
Comment thread Mathlib/Probability/Moments.lean Outdated
Comment thread Mathlib/Probability/Distributions/Gaussian.lean Outdated
Comment thread Mathlib/Probability/Distributions/Gaussian.lean Outdated
@YaelDillies

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This looks good to me. I'll let maintainers decide about #19896 (comment)

maintainer merge

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github-actions Bot commented Jan 2, 2025

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🚀 Pull request has been placed on the maintainer queue by YaelDillies.

@github-actions github-actions Bot added the maintainer-merge A reviewer has approved the changed; awaiting maintainer approval. label Jan 2, 2025
Comment thread Mathlib/MeasureTheory/Function/SpecialFunctions/Basic.lean
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This looks ready to go. Please fix the conflict and ping me for a merge.

Comment thread Mathlib/Probability/Distributions/Gaussian.lean Outdated
@RemyDegenne

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Thanks!
bors r+

@ghost ghost added the ready-to-merge This PR has been sent to bors. label Jan 2, 2025
mathlib-bors Bot pushed a commit that referenced this pull request Jan 2, 2025
Compute the mgf of a gaussian.

Co-authored-by: Siyuan Ge <[email protected]>



Co-authored-by: Yaël Dillies <[email protected]>
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mathlib-bors Bot commented Jan 2, 2025

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Pull request successfully merged into master.

Build succeeded!

And happy new year! 🎉

@mathlib-bors mathlib-bors Bot changed the title feat(Probability/Distributions/Gaussian): the mgf of a gaussian [Merged by Bors] - feat(Probability/Distributions/Gaussian): the mgf of a gaussian Jan 2, 2025
@mathlib-bors mathlib-bors Bot closed this Jan 2, 2025
@mathlib-bors mathlib-bors Bot deleted the vilin97-mgf-gaussian branch January 2, 2025 20:35
@grunweg grunweg added LLM-generated PRs with substantial input from LLMs - review accordingly and removed LLM-generated PRs with substantial input from LLMs - review accordingly labels Mar 16, 2026
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5 participants