Let
X1 ~ F2 = p1F10 + (1-p1)F11
X1 ~ F2 = p1F20 + (1-p2)F21
and P(X1 <= x1, X2 <= x2) = C(F1i(x1), F2j(x2)) (C is the same copula for all i,j=0,1)
I know the exact p1, p2, all Fij and C.
I think P(X1 from F10, X2 from F20) is not equal to p1*p2
but I am not sure how to find it.
How can I compute the joint probability?
