A METHOD FOR GENERATING HIGH-DIMENSIONAL MULTIVARIATE BINARY VARIATES

被引：197

作者：

EMRICH, LJ

PIEDMONTE, MR

机构：

来源：

AMERICAN STATISTICIAN | 1991年 / 45卷 / 04期

关键词：

CORRELATED BINARY OUTCOMES; RANDOM DEVIATES; RANDOM NUMBER GENERATION;

D O I：

10.2307/2684460

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Examples are given of the need for simulating correlated binary variates with different given marginal expectations and pairwise correlations. An algorithm is then presented for generating such variates. The algorithm may be used to generate variates of any dimension.

引用

页码：302 / 304

页数：3

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