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

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  • Matthew W. Guerra
  • Justine Shults

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.

Suggested Citation

  • Matthew W. Guerra & Justine Shults, 2014. "A Note on the Simulation of Overdispersed Random Variables With Specified Marginal Means and Product Correlations," The American Statistician, Taylor & Francis Journals, vol. 68(2), pages 104-107, May.
    • Handle: RePEc:taf:amstat:v:68:y:2014:i:2:p:104-107
    DOI: 10.1080/00031305.2014.887592
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    References listed on IDEAS

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    1. Dale L. Zimmerman & Vicente Núñez-Antón, 2010. "Antedependence Models for longitudinal Data," UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, number 11, June.
    2. Patrick J. Farrell & Katrina Rogers‐Stewart, 2008. "Methods for Generating Longitudinally Correlated Binary Data," International Statistical Review, International Statistical Institute, vol. 76(1), pages 28-38, April.
    3. Bahjat F. Qaqish, 2003. "A family of multivariate binary distributions for simulating correlated binary variables with specified marginal means and correlations," Biometrika, Biometrika Trust, vol. 90(2), pages 455-463, June.
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    Cited by:

    1. Shults, Justine, 2017. "Simulating longer vectors of correlated binary random variables via multinomial sampling," Computational Statistics & Data Analysis, Elsevier, vol. 114(C), pages 1-11.

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