NO.PZ2020033001000046
问题如下：
A copula function C transforms an n-dimensional function on the interval [0, 1] into a unit-dimensional one：
Which of the following statements is not correct ?
选项：
A.ρF is the correlation matrix structure of the joint cumulative function between and Fn.
B.is used in the mapping process.
C.Fn is the joint cumulative distribution function.
D. are marginal distribution without well-known distribution properties.解释：
A is correct.
考点：copula function
解析：G已经被mapping 到F了，ρF是mapping之后Fn的相关性矩阵。
选项D， 如果题目改成gaussion copula， 那G（u）应该就是正态分布吧? 李老师上课讲了两种情况，第一种是u1u2都是正态分布，如果a1=a2，那么可以推导出gaussian。 第二种是u1u2为非正态分布，那么就是把u1u2 transform 为v1v2（二元正太分布）。是这么理解的吗？
