Discrete bivariate distributions with given marginals and correlation
- 1 January 1987
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Simulation and Computation
- Vol. 16 (1) , 199-208
- https://doi.org/10.1080/03610918708812585
Abstract
Using convex linear combinations of the probability functions for the discrete Frechet boundary distributions and the probability function for independent random variables, we construct bivariate probability functions for dependent discrete random variables with arbitrary marginals and any correlation between the theoretical minimum and maximum. The technique is elementary and the results can be adapted readily for simulation.Keywords
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