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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Persistent link: https://EconPapers.repec.org/RePEc:taf:amstat:v:68:y:2014:i:2:p:104-107
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DOI: 10.1080/00031305.2014.887592
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