In probability theory and statistics, a copula is a multivariate cumulative distribution function for which the marginal probability distribution of each variable is uniform on the interval [0, 1]. Copulas are used to describe / model the dependence (inter-correlation) between random variables.
In probability theory and statistics, a copula is a multivariate cumulative distribution function for which the marginal probability distribution of each variable is uniform on the interval [0, 1]. Copulas are used to describe / model the dependence (inter-correlation) between random variables.
Source: Wikipedia "Copula (statistics)" · CC BY-SA 4.0
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