A0171
Title: A numerical inversion of the bivariate logistic characteristic function
Authors: Andjela Mijanovic - University of Montenegro (Montenegro) [presenting]
Abstract: Methods are considered for numerical evaluation of the probability density function and cumulative distribution function of the bivariate logistic function specified by its characteristic function. Subsequently, creating numerical algorithms for a copula function will be possible. The aim is also to propose an algorithm for generating random numbers for the case where the bivariate distribution is specified by its characteristic function. This algorithm will be based on the conditional characteristic function.