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Lean 4 Proof

structure EquicorrModel where
  c : ℝ  -- mean level (symmetric point)
  τ : ℝ  -- standard deviation
  r : ℝ  -- equicorrelation parameter
  hc : 0 < c
  hτ : 0 < τ
  hr_ge : 0 ≤ r
  hr_lt : r < 1

Dependency Graph

Module Section

Correlation robustness of CES (Paper 1, Section 7):