You might be interested in the idea of a copula and Sklar's theorem https://en.wikipedia.org/wiki/Copula_(probability_theory)#Sklar's_theorem https://en.wikipe

You might be interested in the idea of a copula and Sklar's theorem https://en.wikipedia.org/wiki/Copula_(probability_theory)#Sklar's_theorem https://en.wikipedia.org/wiki/Copula_(probability_theory)#Sk...