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Fréchet Bounds

Any bivariate distribution function with marginal distribution functions $F$ and $G$ satisfies

\begin{displaymath}
\max\{F(x)+G(y)-1,0\} \leq H(x,y) \leq \min\{F(x), G(y)\}.
\end{displaymath}




© 1996-9 Eric W. Weisstein
1999-05-26