| Copula在构造联合分布函数中的应用 |
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| 引用本文： | 饶贤清,盛世明.Copula在构造联合分布函数中的应用[J].上饶师范学院学报,2008,28(6):15-18. |
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| 作者姓名： | 饶贤清 盛世明 |
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| 作者单位： | 上饶师范学院,江西,上饶,334001 |
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| 摘 要： | 利用copula构造了具有相同边缘分布的分布函数，讨论了在给定的联合分布和边缘分布的基础上如何构造新的copula的方法，并用构造的copula得到一个二维分布函数。
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| 关 键 词： | 连接函数 密度函数 分布函数 |
The Application of Copula in Creating Joint Distribution Function |
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| RAO Xian-qing,SHENG Shi-ming.The Application of Copula in Creating Joint Distribution Function[J].Journal of Shangrao Normal College,2008,28(6):15-18. |
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| Authors: | RAO Xian-qing SHENG Shi-ming |
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| Affiliation: | (Shangrao Normal College, Shangrao Jiangxi 334001, China) |
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| Abstract: | In this paper,we create some joint distribution functions with the same marginal distribution by copulas,state the way how to create a new copula by joint distribution function and marginal distribution functions,we also create a new joint distribution functions by the new copula. |
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| Keywords: | Copula function density function distribution function |
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