Carson Zhang
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Carson’s Blog
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(2)
Copulas
I describe the ideas underlying copulas.
Jul 6, 2024
Carson Zhang
Probability integral transform
The probability integral transform states that, for a continuous random variable
X
, the distribution of
Y
=
F
X
(
X
)
is
U
(
0
,
1
)
. I give some intuition for this statement.
Dec 4, 2023
Carson Zhang
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