Can copula PDF value exceed 1?

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

 Risposta accettata

the cyclist
the cyclist il 26 Feb 2019

2 voti

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.

Più risposte (0)

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by