二维随机变量的分布与Copula函数

The Bivariate Distribution and Copula Function

基于二维分布讨论了Sklar定理,介绍了由Sklar定理直接生成Copula函数的方法以及生成给定边际分布的联合分布函数的方法。

This paper explores Sklar＇s theorem based on the bivariate distribution, Introduces the method of generation Copula function and joint distribution functions with a given marginal distribution based on Sklarg theorem.