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Results tagged with correlation
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user 280102
A measure of the degree of association among a pair of variables.
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Generate Correlated Bernoulli Samples in Python
Suppose we want to sample from the joint distribution of two Bernoulli distributions with parameters $p_1$ and $p_2$ and their (Pearson) correlation $\rho$. … Hence, to obtain a target correlation between the Bernoulli distributions, we find a normal distribution that satisfies our requirements.
Now, I'll introduce some math. …
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Generate Correlated Bernoulli Samples in Python
Suppose I have $M$ Bernoulli distributions with parameters $p_i$, pairwise correlation $\rho_{ij}$ for $i\neq j$. I would like to generate $N$ samples from the joint distribution. …