Tagged Questions
2
votes
0answers
22 views
How to generate a non-normal correlated bivariate distribution [duplicate]
I am trying to work out how to generate numbers from a bivariate distribution (any one but the normal distribution) while still being able to control the correlation between the two variables (let's ...
3
votes
1answer
159 views
When simulating a bivariate normal distribution, why is $\rho$ chosen instead of estimated from the data?
In a video lecture, MrProf shows the 3d-plot of a bivariate normal distribution $\mu_{x_1} = \mu_{x_2} = \sigma_1 = \sigma_2 = 1$ and chooses $\rho = 0.5$ .
If stick to Mathworld, $\rho$ simply is ...
5
votes
1answer
113 views
How do you generate data from the multivariate Marshall Olkin distributed data?
I recall having been told that to generated $p$ variate Marshall Olkin distribution, one proceeds as follow:
For $p=2$, generate $X_1,X_2,X_3\sim exp(\lambda)$, then $(Y_1,Y_2)\sim MMO$
where ...
8
votes
2answers
533 views
How to generate random auto correlated binary time series data?
How can I generate binary time series such that:
Average probability of observing 1 is specified (say 5%);
Conditional probability of observing 1 at time $t$ given the value at $t-1$ ( say 30% if ...
