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In probability and statistics, a probability distribution assigns a probability to each measurable subset of the possible outcomes of a random experiment, survey, or procedure of statistical inference.

4 votes

Proof of conditional copula relation to the marginal copulas

Rephrasing your question, you are asking why is the conditional d.f. of a random vector given by partial derivatives. The answer is available, for example, here. Just as a side note: what you have on …
Peter Sarkoci's user avatar