问题如下:
X and Y are variables that have uniform distributions between 0 and 1 (a uniform distribution is a distribution where all values in a certain range are equally likely). A Gaussian copula model is used to define a correlation
选项:
解释:
In the Gaussian copula model, the 0.5 values for X is transformed to the zero value of a standard normal distribution. The same is true for Y. The required probability is the probability that the first variable is less than zero, and the second variable is less than zero in a bivariate normal probability distribution where the coefficient of correlation is 0.25 (it can be shown that this is about 0.29).
老师您好,这道题题目和答案的意思不是很明白,题目告诉了相关系数,要求的是概率吗?答案解析的是啥?谢谢