Question: Problem 4. Let X = (X1, X2)' with continuous margins F1, F2 and dependence C. Put 1 := lim P(X2 0+ (i) Show that At

Problem 4. Let X = (X1, X2)' with continuous margins F1,

F2 and dependence C. Put 1 := lim P(X2 0+ (i) Show

Problem 4. Let X = (X1, X2)' with continuous margins F1, F2 and dependence C. Put 1 := lim P(X2 0+ (i) Show that At = lima o+ C(a, a) a (ii) Calculate , for the following copula. C(u1, u2) = (u,2 + 22 2 - 1)-2

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