?e Rayleigh distribution is one of the lifetime distributions and a special case from Weibull
distribution. It has widely used in many elds in real life, nance, signal processing, and
communications. Copulas are functions that join their one-dimensional marginal distribution
functions which are uniform on the interval (0,1). e copula is an important tool for constructing
families of bivariate distributions and it is measure of dependence between two variables since it
allows us to separate the eeect of dependence from the eeects of the marginal distributions.
In this paper, we derive iterated bivariate Rayleigh distribution using the concept of copula with
discussion of some properties, like the cdf, pdf, conditional pdf s, conditional expectation, covariance
and correlation coeecient.