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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2d – 1 – 1
Copula Distribution Function
Parameter 0.968 1.67 4.92 0.624
Ln Likelihood 124 157 183 176
Tau 0.34 0.40 0.45 0.43