From: Multivariate distributions of correlated binary variables generated by pair-copulas
 | Input values |
---|---|
(Y1,Y2) | p1=0.26, p2=0.36, γ12=0.6156 |
(Y2,Y3) | p2=0.36, p3=0.25, γ23=0.6191 |
(Y3,Y4) | p3=0.25, p4=0.24, γ34=0.6214 |
(Y1,Y3|Y2) | p1|0=0.1284, p3|0=0.1201, \(\phantom {\dot {i}\!}\gamma _{13|Y_{2}=0}=0.5316\) |
 | p1|1=0.4939, p3|1=0.4809, \(\phantom {\dot {i}\!}\gamma _{13|Y_{2}=1}=0.4340\) |
(Y2,Y4|Y3) | p2|0=0.2491, p4|0=0.1414, \(\phantom {\dot {i}\!}\gamma _{24|Y_{3}=0}=0.5049\) |
 | p2|1=0.6926, p4|1=0.5359, \(\phantom {\dot {i}\!}\gamma _{24|Y_{3}=1}=0.4531\) |
(Y1,Y4|Y2,Y3) | p1|00=0.0931, p4|00=0.0840, \(\phantom {\dot {i}\!}\gamma _{14|Y_{1}=0,Y_{3}=0}=0.4723\) |
 | p1|01=0.3871, p4|01=0.3220, \(\phantom {\dot {i}\!}\gamma _{14|Y_{1}=0,Y_{3}=1}=0.3538\) |
 | p1|10=0.3564, p4|10=0.3142, \(\phantom {\dot {i}\!}\gamma _{14|Y_{1}=1,Y_{3}=0}=0.3560\) |
 | p1|11=0.6423, p4|11=0.6308, \(\phantom {\dot {i}\!}\gamma _{14|Y_{1}=1,Y_{3}=1}=0.3510\) |