Sampling from a couple of positively correlated binomial variables
Discrete Mathematics
2007-05-23 v1
Abstract
We know that the marginals in a multinomial distribution are binomial variates exhibiting a negative correlation. But we can construct two linear combinations of such marginals in such a way to obtain a positive correlation. We discuss the restrictions that are to be imposed on the parameters of the given marginals to accomplish such a result. Next we discuss the regression function, showing that it is a linear function but not homoscedastic.
Keywords
Cite
@article{arxiv.cs/0209005,
title = {Sampling from a couple of positively correlated binomial variables},
author = {Mario Catalani},
journal= {arXiv preprint arXiv:cs/0209005},
year = {2007}
}