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Activity Number: 513
Type: Topic Contributed
Date/Time: Wednesday, August 5, 2009 : 2:00 PM to 3:50 PM
Sponsor: Section on Government Statistics
Abstract - #304169
Title: Application of the Truncated Distributions and Copulas in Masking Data
Author(s): Rahul A. Parsa*+ and Jay J. Kim and Myron Katzoff
Companies: Drake University and National Center for Health Statistics and National Center for Health Statistics
Address: CBPA, 2507 University Ave, Des Moines, IA, 50311,
Keywords: truncated triangular distribution ; masking ; copula ; confidentiality
Abstract:

There are two main approaches to masking microdata---adding independent noise and multiplying by independent noise. The truncated triangular distribution, investigated by Kim (2007), was proposed for masking microdata with multiplicative noise: the masking variable is centered at one and truncated symmetrically around one so as to exclude values considered to be too close to one, thereby enhancing confidentiality protection. This paper generalizes Kim's earlier efforts by introducing truncated distributions of correlated noise in both the additive and multiplicative cases. Our method for adding correlated noise enables us to reproduce the first two moments of the original variable. We applied copulas to generate correlated noise. Two examples illustrate the methodology.


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