Inducing Any Feasible Level of Correlation to Bivariate Data With Any Marginals

Hakan Demirtas

The American Statistician, 2019, vol. 73, issue 3, 273-277

Abstract: A simple sorting approach for inducing any desired Pearson or Spearman correlation to independent bivariate data, whose marginals can be of any distributional type and nature is described and illustrated through examples that span a broad range of situations. The proposed method has substantial potential in simulated settings that involve random number generation.

Date: 2019
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DOI: 10.1080/00031305.2017.1379438

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