| Transitive Comparison of Marginal Probability Distributions (2009) | |||||||||||||||||
Abstract | |||||||||||||||||
| A generalized dice model for the pairwise comparison of non-necessarily independent random variables is established. It is shown how the transitivity of the probabilistic relation generated by the model depends on the copula defining the coupling of the marginal distribution functions in the joint distribution function. Keywords: Copulas, Cycletransitivity, Probabilistic relations, | |||||||||||||||||
Details der Publikation | |||||||||||||||||
| |||||||||||||||||