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Applied and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments.

1 vote

Generating samples of a multivariate cauchy distribution

Not really an answer. One neat (Edit: not so neat in this case) way of sampling out of the Cauchy (and, actually, student as well) multivariate distribution exploits its (their) ellipticity. In order …
Peter Sarkoci's user avatar
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