• 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