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Estimate the probability of all RVs to be in the given percentile

Open PavelRechkalov opened this issue 3 months ago • 0 comments

Is there a way to estimate the probability of all RVs to be in the given percentile (given their joint probability distribution based on the given copula)?

E.g., assume I have 3 RVs. I link their marginal w/ whatever copula. Then, I'd like to know what's the probability that all 3 RVs jointly happen to draw a value in 10% percentile?

Regards

PavelRechkalov avatar Mar 21 '24 23:03 PavelRechkalov