Can copula PDF value exceed 1?
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i see in this following figure, it shows copula pdf value more than 1. is it possible?
please reply. Thank you.
https://in.mathworks.com/help/stats/copulapdf.html
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the cyclist
2019-2-26
2 个投票
Yes, a probability distribution function can have values greater than 1.
Remember that the PDF is not the probability at that location. The PDF is the probability density there. The integral of the PDF over an interval that gives the probability.
A large PDF over a very narrow interval can give a small probability in that interval.
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