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From the Comparison of Ordered Lists to the Construction of Copulas

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Soft Methodology and Random Information Systems

Part of the book series: Advances in Soft Computing ((AINSC,volume 26))

Abstract

A general probabilistic method for comparing ordered lists of integers is established. Such lists can also be regarded as uniformly distributed discrete random variables. Depending upon the choice of copula for joining the marginal distributions into bivariate distributions, different probabilistic relations are generated. More elaborated ways of comparing two ordered lists give rise to a general method for constructing new classes of discrete or continuous copulas.

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References

  1. De Meyer, H., De Baets, B. and De Schuymer, B. (2003). Transitive comparison of independent and dependent random variables. In: De Baets, B. and Fodor, J. (Eds.) Principles of Fuzzy Preference Modelling and Decision Making. Academia Press, New York, pp. 249–265.

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Author information

Authors and Affiliations

  1. Department of Applied Mathematics, Biometrics and Process Control, Ghent University, Coupure links 653, B-9000, Gent, Belgium

    Bernard De Baets

  2. Department of Applied Mathematics and Computer Science, Ghent University, Krijgslaan 281 (S9), B-9000, Gent, Belgium

    Hans De Meyer

Authors
  1. Bernard De Baets
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  2. Hans De Meyer
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© 2004 Springer-Verlag Berlin Heidelberg

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De Baets, B., De Meyer, H. (2004). From the Comparison of Ordered Lists to the Construction of Copulas. In: Soft Methodology and Random Information Systems. Advances in Soft Computing, vol 26. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-44465-7_19

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  • DOI: https://doi.org/10.1007/978-3-540-44465-7_19

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-22264-4

  • Online ISBN: 978-3-540-44465-7

  • eBook Packages: Springer Book Archive

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