A SINGULAR PROPERTY OF GALAMBOS COPULA

Abstract

Whatever the sample size, the Galambos copula does not change. It remains constant. This is quite singular. To demonstrate this, we'll show that the generalized Galambos copula is completely independent of sample size. Unlike the copula of Gumbel, Ali-Michael and Haq, and certainly others, whose generalization depends on sample size, the Galambos copula is special. Unlike Gumbel's, Galambos's generalized copula is not size-dependent.