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A random variable is one whose value is unknown or a function that assigns values to each of an experiment’s outcomes. A random variable can be discrete or continuous.
Let x and y be two random variables with continuous cumulative distribution functions f and g. A statistic U depending on the relative ranks of the x's and y's is proposed for testing the hypothesis f ...
We show that the copula of a pair of random variables X, Y is invariant under a.s. strictly increasing transformations of X and Y, and that any property of the joint distribution function of X and Y ...