On a Measure of Dependence Between two Random Variables
نویسندگان
چکیده
منابع مشابه
Modeling dependence between random variables using copulas
The concept of copulas is normaly used to model the dependence structure between two or more random variables. Random variables are transformed to the unit interval I = [0, 1] by using quasi-inverse transformation. As a result we get a normalised multivariate distribution function called the copula. Copulas uniquely determine the dependence structure of multiple random variables. The aim of the...
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1950
ISSN: 0003-4851
DOI: 10.1214/aoms/1177729754