Universiti Teknologi Malaysia Institutional Repository

Student copula method in rainfall distribution

Sahrin, Sharainie and Yusof, Fadhilah (2015) Student copula method in rainfall distribution. In: PSM 2014/2015 Proceeding-Industrial Mathematics (SSCM) and Mathematics (SSCE), 2014/2015, Johor Bahru, Johor.

[img]
Preview
PDF
419kB

Abstract

Copulas are tools for modelling dependence of several random variables. The term copula was first used in the work of Sklar (1959) and is derived from the latin word copulare, to connect or to join. The main purpose of copulas is to describe the interrelation of several random variables. (Thorsten Schmidt, 2006). Copula is a function that joins the two distributions and known as dependence functions. Copula connect multivariate distribution function to its univariate marginal distribution. When we have two models having the problems relating to dependence, we can join that models becoming one model using marginal function. So, the dependency is taken care. It means that copula played an important role to join multivariate distributions to their one dimensional marginal distribution function.

Item Type:Conference or Workshop Item (Paper)
Uncontrolled Keywords:copula, sklar
Subjects:H Social Sciences > HG Finance
Divisions:Science
ID Code:61442
Deposited By: Widya Wahid
Deposited On:10 Apr 2017 15:59
Last Modified:22 Aug 2017 15:16

Repository Staff Only: item control page