Date of Award
Spring 2020
Degree Name
Bachelor of Science
Department
Computer Science & Mathematics; College of Arts & Sciences
First Advisor
Ned Wolff
Abstract
Copulas are the mathematical functions that connect the distribution functions of univariate random variables to form multivariate distributions. We define copulas, present some of their key properties, and provide examples of their applications.
Recommended Citation
Guo, Yifan and Zhang, Geng, "An Introduction to Copulas" (2020). Capstone Showcase. 21.
https://scholarworks.arcadia.edu/showcase/2020/comp_sci_math/21
An Introduction to Copulas
Copulas are the mathematical functions that connect the distribution functions of univariate random variables to form multivariate distributions. We define copulas, present some of their key properties, and provide examples of their applications.