The Pyramid Distribution

نویسنده

  • PAUL C. KETTLER
چکیده

The paper introduces the pyramid probability distribution through its density in two dimensions, and investigates its properties and those of its copula. The research focuses on ways in which the distribution demonstrates dependence between its variables, primarily as revealed by its copula and related functions. The distribution bears a close relationship to the normal distribution in that its density is constructed from it and has normal margins, but is not binormal. The paper presents a general theory of the pyramid distribution, including the presentation of a one-parameter and two-parameter families.

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تاریخ انتشار 2005