NO.PZ2020033001000046
问题如下:
A copula function C transforms an n-dimensional function on the interval [0, 1] into a unit-dimensional one:
Which of the following statements is not correct ?
选项:
A.ρF is the correlation matrix structure of the joint cumulative function between and Fn.
B.is used in the mapping process.
C.Fn is the joint cumulative distribution function.
D. are marginal distribution without well-known distribution properties.解释:
A is correct.
考点:copula function
解析:G已经被mapping 到F了,ρF是mapping之后Fn的相关性矩阵。
如题,没明白,还有well-known distribution 是什么啊?