How do we deduce the jointdistribution from marginal distribution of each component?
如何从各个分量的边际分布推出其联合分布哪？
2
A necessary and sufficient condition for discriminating the independence of random variables directly from jointdistribution instead of marginal probability distribution has been established.
本文建立了不需要求边缘概率分布而直接从联合分布判别独立性的一个充要条件。
3
In this model, the jointdistribution and marginal distributions of default times are derived by employing the change of measure, so the fair swap premium of a CDS can be valued.