Details

Autor(en) / Beteiligte

• Park, Chul Gyu
• Park, Taesung
• Shin, Dong Wan

Titel

A Simple Method for Generating Correlated Binary Variates

Ist Teil von

• The American statistician, 1996-11, Vol.50 (4), p.306-310

Ort / Verlag

Alexandria, VA: Taylor & Francis Group

Erscheinungsjahr

1996

Quelle

Alma/SFX Local Collection

Beschreibungen/Notizen

• 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.