'Gumbel copula' diaporamas de présentation

Conditioning with Copulas

Conditioning with Copulas. Let C 1 (u,v) denote the first partial derivative of C(u,v). F(x,y) = C(F X (x),F Y (y)), distribution of Y|X=x is given by: F Y|X (y) = C 1 (F X (x),F Y (y)) C(u,v) = uv, the conditional distribution of V given that U=u is C 1 (u,v) = v = Pr(V<v|U=u).

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