Copula
A function that joins univariate distribution functions to form multivariate distribution functions. A two-dimensional copula is a function such that
|
(1)
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and
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(2)
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for all , and
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(3)
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for all such that
and
.
See also
Sklar's TheoremExplore with Wolfram|Alpha
Cite this as:
Weisstein, Eric W. "Copula." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/Copula.html