In article <[EMAIL PROTECTED]>, Jialu Zhang <[EMAIL PROTECTED]> wrote:
>Hello, >I have a question on how to generate random binomial samples with known >variance-covariance structure. For example, y1, y2, ..., y10 all follow >binomial distribution Bin(n,p). n and p are given. Also some observations >are correlated. corr(yi,yi+1)=0.1, i=1,2,...9. >I wonder if someone knows how to generate these random numbers. Correlation does not give the joint distribution. It does not even do this for normal random variables, only for jointly normal. The analogous situation does not exist for other distributions. Also, the joint distributions for pairs does not give that for triplets, etc. -- This address is for information only. I do not claim that these views are those of the Statistics Department or of Purdue University. Herman Rubin, Department of Statistics, Purdue University [EMAIL PROTECTED] Phone: (765)494-6054 FAX: (765)494-0558 . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
