I do understand the mathematic behind probability density function( PDF) and cumulative distribution function (CDF). My problem starts when I try to understand why copula relies on CDF and not on PDF. I searched and found this:
the probability density function can be hard to work with directly. What I found confused me again.
1- Why copula relies on CDF and not PDf?
2- Why is it hard to work with PDF directly?
3- Why always
CDF is used in integral transformation function. That is, why we cannot transform the variables into their uniform distribution using