The Joy of Copulas: Bivariate Distributions with Uniform Marginals
- 1 November 1986
- journal article
- research article
- Published by Taylor & Francis in The American Statistician
- Vol. 40 (4) , 280-283
- https://doi.org/10.1080/00031305.1986.10475414
Abstract
We describe a class of bivariate distributions whose marginals are uniform on the unit interval. Such distributions are often called “copulas.” The particular copulas we present are especially well suited for use in undergraduate mathematical statistics courses, as many of their basic properties can be derived using elementary calculus. In particular, we show how these copulas can be used to illustrate the existence of distributions with singular components and to give a geometric interpretation to Kendall's tau.Keywords
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