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The American Statistician Volume 47, 1993 - Issue 3
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Statistical Computing

Generating Random Binary Deviates Having Fixed Marginal Distributions and Specified Degrees of Association

A. J. Lee Department of Mathematics and Statistics, University of Auckland, Auckland, New Zealand
Pages 209-215 | Received 01 Feb 1992, Published online: 27 Feb 2012

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Wei Jiang, Shuang Song, Lin Hou & Hongyu Zhao. (2021) A Set of Efficient Methods to Generate High-Dimensional Binary Data With Specified Correlation Structures. The American Statistician 75:3, pages 310-322.
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Jiannan Lu. (2019) On finite-population Bayesian inferences for 2 factorial designs with binary outcomes. Journal of Statistical Computation and Simulation 89:5, pages 927-945.
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Anup Amatya & Hakan Demirtas. (2015) MultiOrd: An R Package for Generating Correlated Ordinal Data. Communications in Statistics - Simulation and Computation 44:7, pages 1683-1691.
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Matthew W. Guerra & Justine Shults. (2014) A Note on the Simulation of Overdispersed Random Variables With Specified Marginal Means and Product Correlations. The American Statistician 68:2, pages 104-107.
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Jiří Anděl & Šárka Došlá. (2010) Bernoulli Processes with Non-Positive Correlations. Communications in Statistics - Theory and Methods 39:17, pages 3191-3201.
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Hyun Jip Choi. (2008) A Simple Method for Constructing Multidimensional Distributions of Correlated Categorical Data. Communications in Statistics - Simulation and Computation 37:7, pages 1377-1384.
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Hakan Demirtas. (2006) A method for multivariate ordinal data generation given marginal distributions and correlations. Journal of Statistical Computation and Simulation 76:11, pages 1017-1025.
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SALVATORE GRIMALDI & FRANCESCO SERINALDI. (2006) Design hyetograph analysis with 3-copula function. Hydrological Sciences Journal 51:2, pages 223-238.
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M.A. Al Osh & S.J. Lee. (2001) A simple approach for generating correlated binary variates . Journal of Statistical Computation and Simulation 70:3, pages 231-255.
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Chul. Gyu Park & Dong Wan Shin. (1998) An algorithm for generating correlated random variables in a class of infinitely divisible distributions. Journal of Statistical Computation and Simulation 61:1-2, pages 127-139.
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EdwardW. Frees & EmilianoA. Valdez. (1998) Understanding Relationships Using Copulas. North American Actuarial Journal 2:1, pages 1-25.
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Winson Taam. (1997) A quasi-likelihood approach to model bernoulli data with spatial dependence. Communications in Statistics - Simulation and Computation 26:2, pages 591-603.
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Chul Gyu Park, Taesung Park & Dong Wan Shin. (1996) A Simple Method for Generating Correlated Binary Variates. The American Statistician 50:4, pages 306-310.
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. (1996) Letters to the Editor. The American Statistician 50:3, pages 280-282.
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StephenJ. Gange. (1995) Generating Multivariate Categorical Variates Using the Iterative Proportional Fitting Algorithm. The American Statistician 49:2, pages 134-138.
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Daniel Krause, Matthias Scherer, Jonas Schwinn & Ralf Werner. (2018) Membership testing for Bernoulli and tail-dependence matrices. Journal of Multivariate Analysis 168, pages 240-260.
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Thomas Suesse & Ivy Liu. (2013) Modelling Strategies for Repeated Multiple Response Data. International Statistical Review 81:2, pages 230-248.
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Hemantha S. B. Herath, Pranesh Kumar & Amin H. Amershi. (2011) Crack spread option pricing with copulas. Journal of Economics and Finance 37:1, pages 100-121.
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Reza Modarres. (2011) High-dimensional generation of Bernoulli random vectors. Statistics & Probability Letters 81:8, pages 1136-1142.
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Ning Rong & Stefan Trück. (2010) Returns of REITS and stock markets. Journal of Property Investment & Finance 28:1, pages 34-57.
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Sanjiv Ranjan Das & Gary Geng. (2004) Correlated Default Processes: A Criterion-Based Copula Approach. SSRN Electronic Journal.
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Stefan Trück & Ning Rong. (2010) Modeling the Dependence Structure between Australian Equity and Real Estate Markets – A Copula Approach. SSRN Electronic Journal.
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