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.

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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.