Let
be a 2-D distribution function with marginal distribution functions
and
. Then there exists a Copula
such that
Conversely, for any univariate distribution functions
and
and any Copula
, the function
is a
two-dimensional distribution function with marginals
and
. Furthermore, if
and
are continuous, then
is
unique.
© 1996-9 Eric W. Weisstein
1999-05-26