How do we deduce the joint distribution from marginal distribution of each component?
如何从各个分量的边际分布推出其联合分布哪？
A necessary and sufficient condition for discriminating the independence of random variables directly from joint distribution instead of marginal probability distribution has been established.
本文建立了不需要求边缘概率分布而直接从联合分布判别独立性的一个充要条件。
In this model, the joint distribution and marginal distributions of default times are derived by employing the change of measure, so the fair swap premium of a CDS can be valued.
在这个模型下，通过测度变换，可以得到两公司违约时间的联合分布及各自的边际分布，从而可以对违约互换进行定价。
In this model, the joint distribution and marginal distributions of default times are derived by employing the change of measure, so the fair swap premium of a CDS can be valued.
在这个模型下，通过测度变换，可以得到两公司违约时间的联合分布及各自的边际分布，从而可以对违约互换进行定价。
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