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arXiv · 1511.05303

An invitation to coupling and copulas: with applications to multisensory modeling

Hans Colonius
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Abstract

This paper presents an introduction to the stochastic concepts of \emph{coupling} and \emph{copula}. Coupling means the construction of a joint distribution of two or more random variables that need not be defined on one and the same probability space, whereas a copula is a function that joins a multivariate distribution to its one-dimensional margins. Their role in stochastic modeling is illustrated by examples from multisensory perception. Pointers to more advanced and recent treatments are provided.

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Hans Colonius. 2015-11-17. An invitation to coupling and copulas: with applications to multisensory modeling. https://arxiv.org/abs/1511.05303

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