The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.
Abstract Details
|
Activity Number:
|
78
|
|
Type:
|
Contributed
|
|
Date/Time:
|
Sunday, July 31, 2011 : 4:00 PM to 5:50 PM
|
|
Sponsor:
|
Section on Statistical Computing
|
| Abstract - #301718 |
|
Title:
|
Simulating Multivariate Discrete Variates with Positive Correlations
|
|
Author(s):
|
Abu Minhajuddin*+ and Sergio F. Juarez
|
|
Companies:
|
The University of Texas Southwestern and Veracruzana University
|
|
Address:
|
5445 Caruth Haven Lane, Dallas, TX, 75225, USA
|
|
Keywords:
|
Correlation Coefficient ;
Exchangeable Variables ;
Mixture Approach ;
Multivariate Discrete Distributions ;
Monte Carlo Simulation
|
|
Abstract:
|
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.
|
The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
Back to the full JSM 2011 program
|
2011 JSM Online Program Home
For information, contact jsm@amstat.org or phone (888) 231-3473.
If you have questions about the Continuing Education program, please contact the Education Department.