问一道题：NO.PZ2016070201000046

问题如下：

Suppose a risk manager creates a copula function, C, defined by the equation:

$C{\lbrack G_1{(u_1)},...,G_n{(u_n)}\rbrack}=F_n{\lbrack F_1^{-1}{(G_1{(u_1)})},...,F_n^{-1}{(G_n{(u_n)})};\rho_F\rbrack}$

Which of the following statements does not accurately describe this copula function?

选项：

$G_i{(u_i)}$are standard normal univariate distributions.

F_n is the joint cumulative distribution function.

$F_1^{-1}$ is the inverse function of Fn that is used in the mapping process.

$\rho_F$is the correlation matrix structure of the joint cumulative function Fn

解释：

 $G_i{(u_i)}$are marginal distributions that do not have well-known distribution properties.