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Distribution MaximumDistribution(Normal(mu = [0,0,0,0,0], sigma = [1,1,1,1,1], R = 5x5
[[ 1 0 0 0 0 ]
[ 0 1 0 0 0 ]
[ 0 0 1 0 0 ]
[ 0 0 0 1 0 ]
[ 0 0 0 0 1 ]]))
Elliptical = False
Continuous = True
threshold= 0.95
Minimum volume level set= {x | f(x) <= 2.46478} with f=
MinimumVolumeLevelSetEvaluation(MaximumDistribution(Normal(mu = [0,0,0,0,0], sigma = [1,1,1,1,1], R = 5x5
[[ 1 0 0 0 0 ]
[ 0 1 0 0 0 ]
[ 0 0 1 0 0 ]
[ 0 0 0 1 0 ]
[ 0 0 0 0 1 ]])))
beta=0.085027
Bilateral confidence interval= [-0.0547313, 2.57233]
beta=0.95
beta=0.95
beta=0.95
spearman= [[ 1 ]]
kendall= [[ 1 ]]
Standard representative= MaximumDistribution(Normal(mu = [0,0,0,0,0], sigma = [1,1,1,1,1], R = 5x5
[[ 1 0 0 0 0 ]
[ 0 1 0 0 0 ]
[ 0 0 1 0 0 ]
[ 0 0 0 1 0 ]
[ 0 0 0 0 1 ]]))
Distribution MaximumDistribution(JointDistribution(Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), IndependentCopula(dimension = 5)))
Elliptical = False
Continuous = True
threshold= 0.95
Minimum volume level set= {x | f(x) <= 2.46478} with f=
MinimumVolumeLevelSetEvaluation(MaximumDistribution(JointDistribution(Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), IndependentCopula(dimension = 5))))
beta=0.085027
Bilateral confidence interval= [-0.0547313, 2.57233]
beta=0.95
beta=0.95
beta=0.95
spearman= [[ 1 ]]
kendall= [[ 1 ]]
Standard representative= MaximumDistribution(JointDistribution(Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), IndependentCopula(dimension = 5)))
Distribution MaximumDistribution(JointDistribution(Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), IndependentCopula(dimension = 5)))
Elliptical = False
Continuous = True
threshold= 0.95
Minimum volume level set= {x | f(x) <= 2.46478} with f=
MinimumVolumeLevelSetEvaluation(MaximumDistribution(JointDistribution(Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), IndependentCopula(dimension = 5))))
beta=0.085027
Bilateral confidence interval= [-0.0547313, 2.57233]
beta=0.95
beta=0.95
beta=0.95
spearman= [[ 1 ]]
kendall= [[ 1 ]]
Standard representative= MaximumDistribution(JointDistribution(Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), Normal(mu = 0, sigma = 1), IndependentCopula(dimension = 5)))
Distribution MaximumDistribution(Normal(mu = [0,0,0], sigma = [1,1,1], R = [[ 1 0.5 0 ]
[ 0.5 1 0 ]
[ 0 0 1 ]]))
Elliptical = False
Continuous = True
threshold= 0.95
Minimum volume level set= {x | f(x) <= 2.62114} with f=
MinimumVolumeLevelSetEvaluation(MaximumDistribution(Normal(mu = [0,0,0], sigma = [1,1,1], R = [[ 1 0.5 0 ]
[ 0.5 1 0 ]
[ 0 0 1 ]])))
beta=0.07272
Bilateral confidence interval= [-0.732826, 2.3765]
beta=0.95
beta=0.95
beta=0.95
spearman= [[ 1 ]]
kendall= [[ 1 ]]
Standard representative= MaximumDistribution(Normal(mu = [0,0,0], sigma = [1,1,1], R = [[ 1 0.5 0 ]
[ 0.5 1 0 ]
[ 0 0 1 ]]))
0.21785
|
