Can copula PDF value exceed 1?

1 visualización (últimos 30 días)
RAJ DATTA
RAJ DATTA el 26 de Feb. de 2019
Comentada: RAJ DATTA el 27 de Feb. de 2019
i see in this following figure, it shows copula pdf value more than 1. is it possible?
please reply. Thank you.
https://in.mathworks.com/help/stats/copulapdf.html

Iniciar sesión para responder a esta pregunta.

Respuesta aceptada

the cyclist
the cyclist el 26 de Feb. de 2019
Yes, a probability distribution function can have values greater than 1.
Remember that the PDF is not the probability at that location. The PDF is the probability density there. The integral of the PDF over an interval that gives the probability.
A large PDF over a very narrow interval can give a small probability in that interval.

Más respuestas (0)

Categorías

Más información sobre Copula Distributions and Correlated Samples en Help Center y File Exchange.

Etiquetas

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by