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We provide an analytic method to construct a bivariate distribution function (DF) with given marginal distributions and correlation coefficient. We introduce a convenient mathematical tool, called a copula, to connect two DFs with any prescribed dependence structure. If the correlation of two variables is weak (Pearson's correlation coefficient  |ρ| &lt; 1/3 ), the Farlie–Gumbel–Morgenstern (FGM) copula provides an intuitive and natural way to construct such a bivariate DF. When the linear correlation is stronger, the FGM copula cannot work anymore. In this case, we propose using a Gaussian copula, which connects two given marginals and is directly related to the linear correlation coefficient between two variables. Using the copulas, we construct the bivariate luminosity function (BLF) and discuss its statistical properties. We focus especially on the far‐infrared–far‐ulatraviolet (FUV–FIR) BLF, since these two wavelength regions are related to star‐formation (SF) activity. Though both the FUV and FIR are related to SF activity, the univariate LFs have a very different functional form: the former is well described by the Schechter function whilst the latter has a much more extended power‐law‐like luminous end. We construct the FUV–FIR BLFs using the FGM and Gaussian copulas with different strengths of correlation, and examine their statistical properties. We then discuss some further possible applications of the BLF: the problem of a multiband flux‐limited sample selection, the construction of the star‐formation rate (SFR) function, and the construction of the stellar mass of galaxies ( M  * )–specific SFR ( SFR/ M  *  ) relation. The copulas turn out to be a very useful tool to investigate all these issues, especially for including complicated selection effects.

Constructing a bivariate distribution function with given marginals and correlation: application to the galaxy luminosity function