1.CMP CS2-CH20-question 20.2-(i)
Where is notation u come from?
I can't find it from question.
2.CMP CS2-CH21-question 21.9-(ii)
How to distinguish the number of nodes in calculation?
It is clear that each tree has 3 nodes (test1, 2, 3&test4, 5, 6), but each tree only uses 2 in the answer.
I think it maybe for tree 1
G_1=1-(3/4)^2-(1/4)^2
G_2=1-1^2
G_3=1-(4/8)^2-(4/8)^2
G=4*G_1+0+8*G_3
I think it maybe for tree 2
G_1=1-(5/6)^2-(1/6)^2
G_2=1-1^2
G_3=1-(3/6)^2-(3/6)^2
G=6*G_1+6*G_3
3.CS2 Assignment X5-5.4-(ii)
Why lower tail dependence copulais suitable?
Is this because lower tail dependence is denser at low probabilities in graph in CMP CS2-CH17-page29?
Does this mean that the correlation is higher when the probability is low?
Last edited: Aug 12, 2023