In this paper we will discuss the structure and properties of discrete copulas in a specialcase when both marginal discrete distribution functions coincide, i.e., they correspond to the uniform probability distribution on the set {0, 1/n, 2/n, . . . , (n−1)/n } and thus F(i/n)= G(i/n) = i/n, i = 0, 1, . . . , n.
Discrete copulas
SEMPI, Carlo
2006-01-01
Abstract
In this paper we will discuss the structure and properties of discrete copulas in a specialcase when both marginal discrete distribution functions coincide, i.e., they correspond to the uniform probability distribution on the set {0, 1/n, 2/n, . . . , (n−1)/n } and thus F(i/n)= G(i/n) = i/n, i = 0, 1, . . . , n.File in questo prodotto:
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