A Note on the Simulation of Overdispersed Random Variables With Specified Marginal Means and Product Correlations

Matthew W. Guerra and Justine Shults

The American Statistician, 2014, vol. 68, issue 2, 104-107

Abstract: We propose a straightforward approach for simulation of discrete random variables with overdispersion, specified marginal means, and product correlations. The method stems from results we prove for variables with first-order antedependence and linearity of the conditional expectations and is therefore appropriate to simulate variables with these properties. Supplementary materials for this article are available online.

Date: 2014
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DOI: 10.1080/00031305.2014.887592

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