Definition of Comonotonic. Meaning of Comonotonic. Synonyms of Comonotonic

Here you will find one or more explanations in English for the word Comonotonic. Also in the bottom left of the page several parts of wikipedia pages related to the word Comonotonic and, of course, Comonotonic synonyms and on the right images related to the word Comonotonic.

Definition of Comonotonic

No result for Comonotonic. Showing similar results...

Meaning of Comonotonic from wikipedia

- In probability theory, comonotonicity mainly refers to the perfect positive dependence between the components of a random vector, essentially saying that...
- ( X ) = ρ ( Y ) {\displaystyle \rho (X)=\rho (Y)} ; Comonotonic Additivity: for every comonotonic random variables X and Y, ρ ( X + Y ) = ρ ( X ) + ρ...
- variance Common mode failure Common cause and special cause (statistics) Comonotonicity Comparing means Comparison of general and generalized linear models...
- characterization of distortion premiums via countable additivity for comonotonic risks". Insurance: Mathematics and Economics. 38 (2): 324–334. doi:10...
- information / (23F:DC) Schrödinger method / (F:C) Bapat–Beg theorem / (F:R) Comonotonicity / (F:R) Doob martingale / (F:R) Independence / (F:BR) Littlewood–Offord...