Comments on Copula Functions and Their Relationship to Probability Density Functions

Ahmed  AL-Adilee; Ola  Hassan

doi:10.24996/ijs.2020.61.5.20

Authors

Ahmed AL-Adilee Department of Math, Faculty of Education, University of Kufa, Iraq
Ola Hassan Department of Math, Faculty of Education, University of Kufa, Iraq

DOI:

https://doi.org/10.24996/ijs.2020.61.5.20

Keywords:

Copulas, Distribution Functions, Constructing Methods of Copula, Copula Densities, Dependences

Abstract

Copulas are very efficient functions in the field of statistics and specially in statistical inference. They are fundamental tools in the study of dependence structures and deriving their properties. These reasons motivated us to examine and show various types of copula functions and their families. Also, we separately explain each method that is used to construct each copula in detail with different examples. There are various outcomes that show the copulas and their densities with respect to the joint distribution functions. The aim is to make copulas available to new researchers and readers who are interested in the modern phenomenon of statistical inferences.