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Can copula PDF value exceed 1?

Asked by RAJ DATTA on 26 Feb 2019
Latest activity Commented on by RAJ DATTA on 27 Feb 2019
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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1 Answer

Answer by the cyclist
on 26 Feb 2019
 Accepted Answer

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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Thank you sir..

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