For 0 ≤ α ≤ 1 and 0 ≤ β ≤ 1, show that C(u, v) = min(u1−αv, uv1−β ) is a copula (the Marshall-Olkin copula). What is the joint density?
For 0 = a = 1 and 0 = ß = 1, show that C(u, v) = min(u1-av, uv1-ß ) is a copula (the…
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For 0 = a = 1 and 0 = ß = 1, show that C(u, v) = min(u1-av, uv1-ß ) is a copula (the…
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