Can copula PDF value exceed 1?

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RAJ DATTA
RAJ DATTA 2019년 2월 26일
댓글: RAJ DATTA 2019년 2월 27일
i see in this following figure, it shows copula pdf value more than 1. is it possible?
please reply. Thank you.
https://in.mathworks.com/help/stats/copulapdf.html

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the cyclist
the cyclist 2019년 2월 26일
Yes, a probability distribution function can have values greater than 1.
Remember that the PDF is not the probability at that location. The PDF is the probability density there. The integral of the PDF over an interval that gives the probability.
A large PDF over a very narrow interval can give a small probability in that interval.

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