= Copula
{disambiguate=probability theory}
{wiki}
= Copula
{synonym}
A copula is a joint <distribution function> on a unit cube whose one-dimensional <marginal distributions> are <uniform distributions>. Applying each continuous marginal distribution to its random variable produces uniform marginals by the <probability integral transform>; their copula records the remaining dependence. Independent uniform coordinates and one common uniform coordinate give different copulas with the same marginals.
Back to article page
