Actividad 7 Funciones Cópula

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notas y actividad de funciones copula

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  La función acumulativa vendrá dada por ()     ()   ,  -     ,  -  ,-   Es función acumulativa de distribución          ,  -          ,  -     ,  -   *+     Por lo tanto la función obtenida es función de distribución acumulativa, así la correspondencia general de A(x,y)con las respectivas marginales sacando el limite al infinito de cada variable          ,  -(  )               ,  - ,-  {  ,  - ,- ,-          La cópula de la estructura  (  ,  )=  1 −  (1−  )(1−  ) ∈  [ − 1 ,1] es de la forma Gaussiana ya que la distribución bivariada tiene la forma   (  ,  )= Φ    (Φ−1(  1)Φ−1(  2)) donde Φ   es la distribución normal bivariada con correlación   , con parámetro       [−1,1].  VARGAS GÓMEZ ESTEFANIA QUINTANAR MARTINEZ JUAN DANIEL ARCOS HERNANDEZ GLORIA ESTHER GUZMAN RODRIGUEZ LUIS DANIEL CALZADA LEÓN SHARAIT
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