Copula

Rarity: Common

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Notion

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Science and technology

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What Wikipedia says

In probability theory and statistics, a copula is a multivariate cumulative distribution function for which the marginal probability distribution of each variable is uniform on the interval [0, 1]. Copulas are used to describe / model the dependence (inter-correlation) between random variables.

Excerpt from the Wikipedia article “Copula (statistics)”, under the CC BY-SA 4.0 license. Read the article on Wikipedia