Generating Bivariate Uniform Data with a Full Range of Correlations and Connections to Bivariate Binary Data
Hakan Demirtas
Communications in Statistics - Theory and Methods, 2014, vol. 43, issue 17, 3574-3579
Abstract:
In this article, random number generation algorithms for generating bivariate uniform data based on a known class of symmetric bivariate uniform distributions that allow the entire correlation range are given, and its previously unrecognized connection with bivariate binary data is established via matching the cumulative distribution functions.
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:43:y:2014:i:17:p:3574-3579
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DOI: 10.1080/03610926.2012.700373
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