摘要
Copula概念的提出及其理论的完善,使得生成边缘分布函数是给定的联合分布函数变得容易多了.这样一来如何生成Copula便成了最关心的问题.提出两种方法生成Copula,这两种方法思想很简单,但常常能得到一些非常奇妙的Copula,使得对相互独立、不相关等概念有更深一步的理解.
The issue of creating a distribution with given marginals is interesting in applications of statistics and probability. The notion of Copula and many of the basic results about Copula make the issue easy. How to create Copula is important. Two new, simple and useful methods of creating Copula are put forward.
出处
《浙江大学学报（理学版）》
CAS
CSCD
北大核心
2006年第2期129-130,共2页
Journal of Zhejiang University（Science Edition）
关键词
COPULA
联合分布函数
边缘分布函数
Copula
joint distribution function
marginal distribution function
