Can copula PDF value exceed 1?

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RAJ DATTA
RAJ DATTA il 26 Feb 2019
Commentato: RAJ DATTA il 27 Feb 2019
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
the cyclist il 26 Feb 2019
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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