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amoeba
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user88
user88

Random Permutationpermutation of a Vectorvector with a Fixed Expected Sample Correlationfixed expected sample correlation to the Originaloriginal?

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shabbychef
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Random Permutation of a Vector with a Fixed Expected Sample Correlation to the Original?

Suppose you have an $n$-vector $X$. For a fixed real number, $r$ between $-1$ and $1$, can one generate a random permutation of the integers $1,2,\ldots,n$, call it $i_1,i_2,\ldots,i_n$ such that the vector $X$ and the vector $\tilde{X}$ defined by $\tilde{X_j} = X_{i_j}$ have expected sample correlation of $r$? I am looking for a process that generates such permutations. Without loss of generality, I believe one may assume $X$ has zero sample mean, and unit sample standard deviation.