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Table 5 Summary of parameter values for PMF of the trivariate binary variables

From: Multivariate distributions of correlated binary variables generated by pair-copulas

Case

Pair-copulas

Dependence

1

All Gaussian

γ12=0.752,γ23=0.607

  

\(\phantom {\dot {i}\!}\gamma _{13|Y_{2}=0}=0.480, \gamma _{13|Y_{2}=1}=0.233\)

2

All Clayton

α12=2,α23=1.5

  

\(\alpha _{13|Y_{2}=0}=\alpha _{13|Y_{2}=1}=0.4\)

3

All Frank

α12=α23=1.85

  

\(\alpha _{13|Y_{2}=0}=0.95, \alpha _{13|Y_{2}=1}=0.85\)

4

All Gumbel

α12=α23=10

  

\(\alpha _{13|Y_{2}=0}=\alpha _{13|Y_{2}=1}=4\)

5

Gaussian for marginals

γ12=0.752,γ23=0.607

 

Frank for conditionals

\(\phantom {\dot {i}\!}\alpha _{13|Y_{2}=0}=0.95, \alpha _{13|Y_{2}=1}=0.85\)

6

All Independent

Â