Title of article
On a conjecture about the Frank copula family
Author/Authors
De Baets، نويسنده , , B. and De Meyer، نويسنده , , H.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2013
Pages
14
From page
15
To page
28
Abstract
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.
Keywords
Reciprocal relation , Winning probability , Frank copula , transitivity
Journal title
FUZZY SETS AND SYSTEMS
Serial Year
2013
Journal title
FUZZY SETS AND SYSTEMS
Record number
1601740
Link To Document