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Random noise and perturbation of copula with a copula induced noise
International Journal of General Systems ( IF 2.4 ) Pub Date : 2020-06-30 , DOI: 10.1080/03081079.2020.1786378
Ayyub Sheikhi 1 , Fereshteh Arad 1 , Radko Mesiar 2 , Lucia Vavríková 2
Affiliation  

ABSTRACT In this work, we propose an extension of the Irwin–Hall distribution to obtain the distribution of sum X + Y when the random variables X, Y are connected by a copula . Assuming that is the copula of random vector , we then use the proposed distribution to study the perturbation of copula . Theoretical results are illustrated by several examples.

中文翻译:

带有 copula 诱导噪声的 copula 的随机噪声和扰动

摘要在这项工作中,我们提出了欧文-霍尔分布的扩展,以获得当随机变量 X、Y 由一个 copula 连接时总和 X + Y 的分布。假设这是随机向量的copula,然后我们使用建议的分布来研究copula的扰动。几个例子说明了理论结果。
更新日期:2020-06-30
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