توابع مفصل و اندازه هاي ارتباط

Copula Function and Measures of Association

When several units (systems) are on the same circumstance, they often has a dependency under some environmental factors or system structure. This phenomena in most of applied cases, and for almost all real data occures. For analysis of real data, in the first step we study dependency structure of variables. For this purpose, the various measures of association are introduced. In recent days, copula functions has been suggested as a tool for study free size measures and dependency. This is because, they state some characteristic of random variables such as nonparametrization, invariance and dependency. In this article, the application of copula function for assessing some kinds of dependency, nonparametric and dependency measures is described.