I have already computed a 6-dimensional joint distribution function in Python using the pyvinecopulib library and numpy, and stored it in the variable cop. How can I calculate the probability on an interval such as (0.5 < F1(X1) < 0.6, 0.5 < F2(X2) < 0.6, 0.5 < F3(X3) < 0.6, 0.5 < F4(X4) < 0.6, 0.5 < F5(X5) < 0.6, 0.6 < F1(X6) < 0.6)?
I have attempted to use ‘cop.cdf(0.6, 0.6, 0.6, 0.6, 0.6, 0.6) – cop.cdf(0.5, 0.5, 0.5, 0.5, 0.5, 0.5)’ for calculation, but the results are incorrect. Since these 6 variables represent parameters of wind and wave flow, when I partition the intervals and sum the theoretical probabilities of all possible intervals, the sum of probabilities should ideally be 1. However, the sum of probabilities exceeds 1. How can I resolve this programming issue?Thanks in advances.
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