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A measure of the degree of association among a pair of variables.

2 votes
1 answer
397 views

How do choices of probabilities and covariance matrices constrain each other for a correlate...

I have a correlated multivariate Bernoulli random variable $\textbf{X} = (X_1, ..., X_N)$, where the $X_i$ are Bernoulli random variables with parameters $p_i$ and $N \times N$ covariance matrix $\tex …
Paul Keating's user avatar
5 votes
1 answer
3k views

How can I sample from a correlated multivariate Bernoulli distribution with known covariances?

I have $N$ Bernoulli random variables $X_1, ..., X_{N}$ with known parameters $p_1, ..., p_{N}$. They are dependent with known covariances. How can I sample from the joint distribution of the $X_i$? …
Paul Keating's user avatar