English

A method for Sampling Bernoulli Variables

Probability 2023-09-11 v1

Abstract

We introduce new method for generating correlated or uncorrelated Bernoulli random variables by using the binary expansion of a continuous random variable with support on the unit interval. We show that when this variable has a symmetric probability density function around 12 , its binary expansion provides equiprobable bits over {0, 1}. In addition we prove that when the random variable is uniformly distributed over [0, 1], its binary expansion generates independent Bernoulli random variables. Moreover, we give examples where, by choosing some parameterized nonuniform probability density functions over [0, 1], samples of Bernoulli variables with specific correlation values are generated.

Keywords

Cite

@article{arxiv.2309.03967,
  title  = {A method for Sampling Bernoulli Variables},
  author = {Francisco Marcos de Assis and Juliana Martins de Assis and Micael Andrade Dias},
  journal= {arXiv preprint arXiv:2309.03967},
  year   = {2023}
}

Comments

11 pages, 3 figures