Abstract
Let C be a two-dimensional copula, i.e. a two-way distribution function C(x, y) = P(U < x, V < y) with the unidimensional random variables U and V uniformly distributed in the interval (0,1) (see, e.g., [3]). Let us study what happens when the r.v.’s U + V and U - V are independent.
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References
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Schweizer, B., Thirty years of copulas, Advances in probability distributions with given marginals (G. Dall’Aglio, S. Kotz, G. Salinetti Eds), Kluwer (1991), 13–50.
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© 1997 Springer Science+Business Media Dordrecht
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Dall’Aglio, G. (1997). Joint Distribution of Two Uniform Random Variables When the Sum and the Difference are Independent. In: Beneš, V., Štěpán, J. (eds) Distributions with given Marginals and Moment Problems. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-5532-8_14
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DOI: https://doi.org/10.1007/978-94-011-5532-8_14
Publisher Name: Springer, Dordrecht
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