A function that joins univariate distribution functions to form multivariate distribution functions. A twodimensional copula is a function such that
(1)

and
(2)

for all , and
(3)

for all such that and .
A function that joins univariate distribution functions to form multivariate distribution functions. A twodimensional copula is a function such that
(1)

and
(2)

for all , and
(3)

for all such that and .
Weisstein, Eric W. "Copula." From MathWorldA Wolfram Web Resource. https://mathworld.wolfram.com/Copula.html