You may generate a single standard normal random variable Z and set
X = (Zx). According to back-of-the-envelope calculations, the two
have a correlation of
exp(-x^2/2)/sqrt(2*pi*pnorm(x)*(1-pnorm(x)))
which goes from a maximum of about 0.79 at x=0 to 0 for x going to
infinity.
If you aim at
Dear:
Thank you very much for your 'generous' help. Overall I have learnt the
limits of the solution to my problem. I was not feeling compfortable how
I was going around with the problem.
Bill and Ted provided a wonderful insight into what I was accomplishing
and provided alternative solutions.
On 16-Apr-05 Ashraf Chaudhary wrote:
Ted:
Thank you for your help. All I want is a binomial random
variable that is correlated with a normal random variable
with specified correlation. By linear I mean the ordinary
Pearson correlation. I tried the following two methods,
in each case the
On 17-Apr-05 Ted Harding wrote:
[...]
So I'd suggest experimenting on the following lines.
1. Let X1 be a sample of size N using rbinom(N,1,p)
(where, in general, p need not be 0.5)
2. Let Y be a sample of size N using rnorm(N,mu,sigma)
(and again, in general, mu need not be 0 nor
@stat.math.ethz.ch
Subject: RE: [R] Generating a binomial random variable correlated with a
On 15-Apr-05 Ashraf Chaudhary wrote:
Hi,
I am posting this problem again (with some additional detail)
as I am stuck and could not get it resolved as yet. I tried to
look up in alternative sources
On 03-Apr-05 Ashraf Chaudhary wrote:
Hi All:
I would like to generate a binomial random variable that
correlates with a normal random variables with a specified
correlation. Off course, the correlation coefficient would
not be same at each run because of randomness.
I greatly appreciate your
one idea is to consider that the underlying (for ease normally
distributed) latent variables that produce the Bernoulli trials are
correlated with your original normal random variable.
I hope it helps.
Best,
Dimitris
Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public
