基于Copula函数对二维正态分布中常见认识误区的分析

Analysis of common misunderstandings in 2-dimension normal distribution by Copula function

针对二维正态分布讨论联合分布与边缘分布的关系问题。在对二维正态分布中常见的认识误区进行举例辨析的基础上,借助不同的Copula函数对两个一维正态分布的联合分布进行了多种构造。并对两个正态分布的联合分布为二维正态分布的条件进行了说明。

This paper mainly discusses the relationship between 2-dimension normal distribution and its margin distribution. On the basis of discriminating common misunderstandings through examples, it uses different Copula functions to structure the joint distribution of normal distribution, and then illustrates the condition of joint distribution to be 2-dimension normal distribution.