3.1. Marginal density
3.1.1. Uniform distribution test and autocorrelation test
Several candidates ofmarginal densitieswere chosen for this study, suchas thenormaldistribution, student t-distribution,
skewed t-distribution, etc. However, each selected marginal must be tested for its conformability to the data; so that, the
distribution function for u and v must be uniform. The K–S (Kolmogorov–Smirnov) testwas used to test whether cumulative
distribution function (CDF) or empirical cumulative function (ECDF) is the uniform distribution. K-statistic
K = max |Ai − Oi| (1)