Admissible Bernoulli correlations
Abstract A multivariate symmetric Bernoulli distribution has marginals that are uniform over the pair {0,1}. Consider the problem of sampling from this distribution given a prescribed correlation between each pair of variables. Not all correlation structures can be attained. Here we completely chara...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2019-03-01
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| Series: | Journal of Statistical Distributions and Applications |
| Subjects: | |
| Online Access: | http://link.springer.com/article/10.1186/s40488-019-0091-5 |