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For a random vector characterized by a copula we study its perturbation characterizing the random vector affected by a noise independent of both and . Several examples are added, including a new comprehensive parametric copula family .
Assuming that is the copula function of and with marginal distribution functions and , in this work we study the selection distribution . We present some special cases of our proposed distribution, among them, skew-normal distribution as well as normal distribution. Some properties such as moments and moment generating function are investigated. Also, some numerical analysis is presented for illustration.
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