The probability density function for an exponential distribution is where x is the value of the variable and A. is a parameter. The cumulative probability distribution is Suppose that two variables V1 and V2 have exponential distributions with of 1.0 and 2.0, respectively. Use a Gaussian copula to define the correlation structure between V1 and V2 with a copula correlation of —0.2. Produce a table similar to Table 6.3 using values of 0.25, 0.5, 0.75, 1, 1.25, 1.5 for V1 and V2. (A spreadsheet for calculating the cumulative bivariate normal distribution can be found on the author's website: www.rotman.utoronto.ca/~hull.