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Problem 1. Consider the following copula C(u1, U2) = = min {ul, u2} + = max {0, u1 + u2 - 1} If X =

Problem 1. Consider the following copula C(u1, U2) = = min {ul, u2} + = max {0, u1 + u2 - 1} If X = (X1, X2)' has dependence C and X1, X2 ~ N(0, 1) calculate the probabilities P(X1 0, X2 0, X2

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