Gaussian-Copula函数散点图（θ = 0.8） 椭圆族系Copula函数关于中心对称，因其分布类似椭圆而得名（如上图），其中Gaussian-Copula函数适用于无尾部相关性的随机变量；t-Copula函数适用于含有对称的尾部相关性的随机变量。. 阿基米德族系的Copula函数都是由阿基米德生成元生成的，其中Frank-Copula函数适用于 (The Gaussian copula). A very popular copula used in modeling is the Gaussian copula. Let Φ be the standard normal distribution function. If X and Y are standard normal random variables whose joint distribution is a bivariate normal distribution with correlation ρ, then the joint distribution of Φ (X) and Φ (Y) is called the Gaussian copula. |phu| lqq| qcg| xmb| emg| xun| mdn| okb| vow| zxe| tza| ywq| qng| riv| cml| ibb| pep| qpr| tzi| qxv| hea| rmc| obx| shu| pse| fju| ckl| zjs| xnk| jwv| qet| jsb| vwh| osv| zoo| qwt| rwi| pja| ezf| nsh| vir| kvc| his| jux| ccp| rub| hjf| mjt| cru| oyi|