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A Simple Method for Generating Correlated Binary Variates

Title
A Simple Method for Generating Correlated Binary Variates
Authors
Park C.G.Park T.Shin D.W.
Ewha Authors
신동완
SCOPUS Author ID
신동완scopus
Issue Date
1996
Journal Title
American Statistician
ISSN
0003-1305JCR Link
Citation
vol. 50, no. 4, pp. 306 - 310
Indexed
SCI; SCIE; SCOPUS scopus
Abstract
Correlated binary data are frequently analyzed in studies of repeated measurements, reliability analysis, and others. In such studies correlations among binary variables are usually nonnegative. This article provides a simple algorithm for generating an arbitrary dimensional random vector of non-negatively correlated binary variables. In some frequently encountered situations the algorithm reduces to explicit expressions. The correlated binary variables are generated from correlated Poisson variables. The key idea lies in the property that any Poisson random variable can be expressed as a convolution of other independent Poisson random variables. The binary variables have desired correlations by sharing common independent Poisson variables.
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자연과학대학 > 통계학전공 > Journal papers
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