Copulas for bivariate probability distributions

T.S. Durrani, Z. Xueing

Research output: Contribution to journalArticle

15 Citations (Scopus)

Abstract

Copulas offer interesting insights into the dependence structures between the distributions of random variables. This report introduces new copulas, and provides an analysis for copulas, associated with bivariate exponential and Rayleigh distributions that have relevance to signal processing.
LanguageEnglish
Pages248-249
Number of pages2
JournalElectronics Letters
Volume43
Issue number4
DOIs
Publication statusPublished - 15 Feb 2007

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Random variables
Probability distributions
Signal processing

Keywords

  • exponential distribution
  • signal processing
  • statistical distributions

Cite this

Durrani, T.S. ; Xueing, Z. / Copulas for bivariate probability distributions. In: Electronics Letters. 2007 ; Vol. 43, No. 4. pp. 248-249.
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Copulas for bivariate probability distributions. / Durrani, T.S.; Xueing, Z.

In: Electronics Letters, Vol. 43, No. 4, 15.02.2007, p. 248-249.

Research output: Contribution to journalArticle

TY - JOUR

T1 - Copulas for bivariate probability distributions

AU - Durrani, T.S.

AU - Xueing, Z.

PY - 2007/2/15

Y1 - 2007/2/15

N2 - Copulas offer interesting insights into the dependence structures between the distributions of random variables. This report introduces new copulas, and provides an analysis for copulas, associated with bivariate exponential and Rayleigh distributions that have relevance to signal processing.

AB - Copulas offer interesting insights into the dependence structures between the distributions of random variables. This report introduces new copulas, and provides an analysis for copulas, associated with bivariate exponential and Rayleigh distributions that have relevance to signal processing.

KW - exponential distribution

KW - signal processing

KW - statistical distributions

U2 - 10.1049/el:20073737

DO - 10.1049/el:20073737

M3 - Article

VL - 43

SP - 248

EP - 249

JO - Electronics Letters

T2 - Electronics Letters

JF - Electronics Letters

SN - 0013-5194

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