The name is absent

26

2.4.3 Transformation between τ and a

The transformation relation between Kendall’s т and the parameter of a copula func-
tion a can be calculated. For the Frank copula, we have

t = 1T 4(— log α)^-1{Pι(- log ɑ) — 1}, α > 0, α ≠ 1.         (2.25)

where D⅛, the Debye function, is defined below:

ад =4 Γ 4-ад             (²∙^2β)

X Jo ^e - 1

Based upon Equations 2.25 and 2.26, we can transform the value of τ and the
value of ɑ, as Table 2.2 shows.

Table 2.2: Transformation Between τ and a.

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