The Fréchet transform
Let F1,…,FN be 1-dimensional probability distribution functions and C be an N-copula. Define an N-dimensional probability distribution function G by G(x1,…,xN)=C(F1(x1),…,FN(xN)). Let ν, be the probability measure induced on ℝN by G and μ be the probability measure induced on [0,1]N by C. We constru...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
1993-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1155/S0161171293000183 |