About Distributions of Bipartite Random Vectors

D.V. Semenova (Russia)

Keywords

Bipartite random vectors, random-set basis, copula

Abstract

Bipartite random vectors which constructed from random variables with an atom in zero are considered. Joint dis tribution of bipartite random vectors can be constructed on the basis of the theorem about decompositions of a distri bution of bipartite random vectors on the random-set ba sis. The given theorem allows to describe two-level struc ture of dependencies and interactions a component bipar tite random vectors consisting of is random-set basis and a quantitative superstructure. The definition problem of a quantitative superstructure as a set of conditional functions of distribution causes a number of technical difficulties and it limits application of the theorem on practice. In work it is offered to use the concept of copula for the description of a quantitative superstructure.

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