Copulas in classical probability sense
الباحث الأول:
Ahmed AL-Adileee
الباحثين الآخرين:
Zainalabideen abudual samad, Samer Abbas
المجلة:
Baghdad science journal
تاريخ النشر:
None
مختصر البحث:
Copulas are simply equivalent structures to joint distribution functions. Then, we propose modified structures that depend on classical probability space and concepts with respect to copulas. Copulas have been presented in equivalent prob…
Copulas are simply equivalent structures to joint distribution functions. Then, we propose modified structures that depend on classical probability space and concepts with respect to copulas. Copulas have been presented in equivalent probability measure forms to the classical forms in order to examine any possible modern probabilistic relations. A probability of events was demonstrated as elements of copulas instead of random variables with a knowledge that each probability of an eventbelongs to [0,1]. Also, some probabilistic constructions have been shown within independent, and conditional probability concepts. A Bay's probability relation and its properties were discussed with respect to copulas. Moreover, an extension of multivariate constructions of each probabilistic copula has been presented. Finally, we have shown some examples that explain each relation of copula in terms of probability space instead of distribution functions
