کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
389427 661142 2013 14 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On a conjecture about the Frank copula family
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر هوش مصنوعی
پیش نمایش صفحه اول مقاله
On a conjecture about the Frank copula family
چکیده انگلیسی

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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Fuzzy Sets and Systems - Volume 228, 1 October 2013, Pages 15-28