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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. …
zigs211567's user avatar
3 votes
1 answer
187 views

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. …
zigs211567's user avatar