A new way to measure the dependence of variables
YI Wen-de · Journal of Chongqing University of Arts and Sciences · 2009
A new way,Copula functions,is introduced to measure the dependence of variables,in which the procedure of applying Copula functions how to simulate the dependent relation of random variables was introduced,and the marginal distribution functions and the estimation and goodness of fittest for and Copulas were given in this paper.