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DictionarycopulaProbability distribution function
noun

copula

A function that links individual probability distributions to a joint distribution.

A copula links individual probability distributions into a joint distribution.

Etymology
copulaLatinlink or bond

Latin copula means a link or bond. The statistical function earns that name by linking separate distributions into a joint distribution while describing their dependence.

More examples

  • We use a Gaussian copula to model dependence between investment returns.
  • Different copulas can combine the same marginal distributions in different ways.
  • Independent random variables have a product copula.

Forms

copula · copulas · copulae