A Note on the Simulation of Overdispersed Random Variables With Specified Marginal Means and Product Correlations

We propose a straightforward approach for simulation of discrete random variables with overdispersion, specified marginal means, and product correlations. The method stems from results we prove for variables with first-order antedependence and linearity of the conditional expectations and is therefore appropriate to simulate variables with these properties. Supplementary materials for this article are available online.

MoreLess

Year of publication:	2014
Authors:	Guerra, Matthew W. ; Shults, Justine
Published in:	The American Statistician. - Taylor & Francis Journals, ISSN 0003-1305. - Vol. 68.2014, 2, p. 104-107
Publisher:	Taylor & Francis Journals

More details

Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010823719