Simulating dependent binary variables through multinomial sampling

DOI10.1080/00949655.2015.1020313MaRDI QIDQ5222351zbMATH OpenOpenAlexFDO

Authors Mary E. Haynes, Roy T. Sabo, N. Rao Chaganty

Publication date 1 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2015.1020313

zbMATH Keywords

correlationcumulative distribution functiondependence boundssimulated data

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Paired and multiple comparisons; multiple testing (62J15)

Recommendations

• Simulating longer vectors of correlated binary random variables via multinomial sampling
• Generating correlated binary variables with complete specification of the joint distribution
• A comparison of methods for simulating correlated binary variables with specified marginal means and correlations
• A family of multivariate binary distributions for simulating correlated binary variables with specified marginal means and correlations
• A method for multivariate ordinal data generation given marginal distributions and correlations

Cites work

• A comparison of methods for simulating correlated binary variables with specified marginal means and correlations
• A family of multivariate binary distributions for simulating correlated binary variables with specified marginal means and correlations
• A method for simulating non-normal distributions
• Fast fifth-order polynomial transforms for generating univariate and multivariate nonnormal distributions.
• scientific article; zbMATH DE number 5284790 (Why is no real title available?)
• scientific article; zbMATH DE number 3070150 (Why is no real title available?)
• Longitudinal data analysis using generalized linear models
• Range of correlation matrices for dependent Bernoulli random variables
• Univariate Discrete Distributions

Cited in

(6)

• Simulating from a multinomial distribution with large number of categories
• Simulating longer vectors of correlated binary random variables via multinomial sampling
• Representation of multivariate Bernoulli distributions with a given set of specified moments
• Simulating dependent discrete data
• Efficient Simulation of Multivariate Binomial and Poisson Distributions
• High dimensional Bernoulli distributions: algebraic representation and applications

This page was built for publication: Simulating dependent binary variables through multinomial sampling

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5222351)