Title of article :
On a conjecture about the Frank copula family
Author/Authors :
De Baets، نويسنده , , B. and De Meyer، نويسنده , , H.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2013
Pages :
14
From page :
15
To page :
28
Abstract :
It is shown that any member of the Frank copula family fulfills a family of functional inequalities which arises as a family of sufficient conditions that allow to characterize the transitivity of reciprocal relations expressing the winning probabilities among random variables artificially coupled by a same copula. The inequalities are parameterized by a single integer parameter. The first of these inequalities expresses symmetry of the copula, while the second one expresses an upper bound on its volume. Subsequent inequalities are increasingly restrictive.
Keywords :
Reciprocal relation , Winning probability , Frank copula , transitivity
Journal title :
FUZZY SETS AND SYSTEMS
Serial Year :
2013
Journal title :
FUZZY SETS AND SYSTEMS
Record number :
1601740
Link To Document :
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