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Fréchet Bounds

Any bivariate distribution function with marginal distribution functions F and G satisfies

max{F(x)+G(y)-1,0}<=H(x,y)<=min{F(x),G(y)}.

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Cite this as:

Weisstein, Eric W. "Fréchet Bounds." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/FrechetBounds.html

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