Links between the Incomplete Gamma Function and the Independent and Gumbel Copulas

To obtain the links between the incomplete gamma function and the two copulas (independent and Gumbel). We went through some integral function transformations. The transformations used are Laplace, Fourier, and Mellin. Our work can be seen as a bridge between the notion of copula in probability and...

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Bibliographic Details
Main Authors: Loyara Vini Yves Bernadin, Bagre Remi Guillaume, Bere Frédéric
Format: Article
Language:English
Published: Wiley 2024-01-01
Series:International Journal of Mathematics and Mathematical Sciences
Online Access:http://dx.doi.org/10.1155/2024/2695842
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