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Abstract Details
Activity Number:
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78
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Type:
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Contributed
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Date/Time:
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Sunday, July 31, 2011 : 4:00 PM to 5:50 PM
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Sponsor:
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Section on Statistical Computing
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Abstract - #301718 |
Title:
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Simulating Multivariate Discrete Variates with Positive Correlations
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Author(s):
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Abu Minhajuddin*+ and Sergio F. Juarez
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Companies:
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The University of Texas Southwestern and Veracruzana University
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Address:
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5445 Caruth Haven Lane, Dallas, TX, 75225, USA
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Keywords:
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Correlation Coefficient ;
Exchangeable Variables ;
Mixture Approach ;
Multivariate Discrete Distributions ;
Monte Carlo Simulation
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Abstract:
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In this talk we present a two steps algorithm to simulate variates from several multivariate discrete distributions with specific positive correlations. In particular, the method allows simulation of positively correlated variates from the Bernoulli, Beta-Binomial, Poisson, Geometric and Negative Binomial distributions. Our code in R and SAS shows the method is computationally efficient and easy to implement.
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