From: Multivariate distributions of correlated binary variables generated by pair-copulas
 | Input values |
---|---|
(Y1,Y2) | p1=0.2, p2=0.3, γ12=0.9853 |
(Y2,Y3) | p2=0.3, p3=0.2, γ23=0.9853 |
(Y1,Y3|Y2) | p1|0=0.001, p3|0=0.001, \(\phantom {\dot {i}\!}\gamma _{13|Y_{2}=0}=0.8968\) |
 | p1|1=0.6643, p3|1=0.6643, \(\phantom {\dot {i}\!}\gamma _{13|Y_{2}=1}=0.6398\) |