تقرير
Correlation-Based And-Operations Can Be Copulas: A Proof
| العنوان: | Correlation-Based And-Operations Can Be Copulas: A Proof |
|---|---|
| المؤلفون: | Miralles-Dolz, Enrique, Gray, Ander, Patelli, Edoardo, Ferson, Scott, Kreinovich, Vladik, Kosheleva, Olga |
| سنة النشر: | 2023 |
| المجموعة: | Mathematics Statistics |
| مصطلحات موضوعية: | Statistics - Other Statistics, Mathematics - Logic, Mathematics - Probability, Statistics - Applications, Statistics - Computation |
| الوصف: | In many practical situations, we know the probabilities $a$ and $b$ of two events $A$ and $B$, and we want to estimate the joint probability ${\rm Prob}(A\,\&\,B)$. The algorithm that estimates the joint probability based on the known values $a$ and $b$ is called an and-operation. An important case when such a reconstruction is possible is when we know the correlation between $A$ and $B$; we call the resulting and-operation correlation-based. On the other hand, in statistics, there is a widely used class of and-operations known as copulas. Empirical evidence seems to indicate that the correlation-based and-operation derived in https://doi.org/10.1007/978-3-031-08971-8_64 is a copula, but until now, no proof of this statement was available. In this paper, we provide such a proof. |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/2301.05507 |
| رقم الأكسشن: | edsarx.2301.05507 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |