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The computer generation of bivariate binomial variables with given marginals and correlation

 

作者: S. H. Ong,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1992）
卷期: Volume 21, issue 2  

页码: 285-299

 

ISSN:0361-0918

 

年代: 1992

 

DOI:10.1080/03610919208813020

 

出版商: Marcel Dekker, Inc.

 

关键词: Mixture;conditional distribution;common elements;simulation;varying dependence;bivariate negative binomial;bivariate gamma

 

数据来源: Taylor

 

摘要:

In this paper simple mixture models are proposed for generating bivariate binomial variables when the marginal distributions and correlation coefficient are specified. The methods of Loukas and Kemp (1986, Commun. Statist. B) are also considered and comparative timings are given. Analogous models for the bivariate negative binomial and gamma distributions are also examined.

 

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