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Invariant transformations to combine marginal probability functions to form multivariate distributions motivated by the need to enlarge the class of multivariate distributions beyond the multivariate normal distribution and its related functions such as the multi- variate Student's t-distribution and the Wishart distribution. An example is Frank's family of bivariate distributions. (The word 'copula' comes from Latin and means to connect or join.) Quintessentially copulas are measures of the dependent structure of the marginal distributions and they have been used to model correlated risks, joint default probabilities in credit portfolios and groups of individuals that are exposed to similar economic and physical environments. Also used in frailty models for surveying.
Law of likelihood : Within framework of the statistical model, a particular set of data supports one statistical hypothesis or assumption better than another if the likelihood of t
Prevented fraction is a measure which can be used to attribute the protection against the disease directly to an intervention. The measure can given by the proportion of disease w
Catastrophe theory : A theory of how little is the continuous changes in the independent variables which can have unexpected, discontinuous effects on the dependent variables. Exam
An approach of using the likelihood as the basis of estimation without the requirement to specify a parametric family for data. Empirical likelihood can be viewed as the example of
Persson Rootze ´n estimator is an estimator for the parameters in the normal distribution when the sample is truncated so that all the observations under some fixed value C are re
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Cohort component method : A broadly used method or technique of forecasting the age- and sex-speci?c population to the upcoming years, in which the initial population is strati?ed
Designs in which the information on main effects and low-order inter- actions are attained by running only the fraction of the complete factorial experiment and supposing that part
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