On Generating Correlated Pseudo-Random Binary Numbers

Gamrot, Wojciech

Author

Gamrot Wojciech (The Karol Adamiecki University of Economics in Katowice, Poland)

Title

On Generating Correlated Pseudo-Random Binary Numbers
O generowaniu skorelowanych binarnych liczb pseudolosowych

Source

Acta Universitatis Lodziensis. Folia Oeconomica, 2012, t. 269, s. 113-122, bibliogr. 8 poz.

Issue title

Multivariate Statistical Analysis : Methodological Aspects and Applications

Keyword

Analiza statystyczna, Wektor losowy, Macierze, Analiza korelacji
Statistical analysis, Random vector, Matrix, Correlation analysis

Note

summ., streszcz.

Abstract

Niniejszy artykuł poświęcony jest problemowi generowania ciągów wektorów binarnych liczb pseudolosowych dla zadanego wektora prawdopodobieństw brzegowych oraz macierzy korelacji. Zaproponowano procedurę generującą takie wektory na podstawie danych pseudolosowych o rozkładzie zerojedynkowym i wykładniczym. Zbadano wybrane własności zaproponowanej procedury.(abstrakt oryginalny)

The paper is devoted to the problem of generating sequences of binary vectors having joint distribution allowing for correlation between individual elements. A procedure for generating such a distribution from uncorrelated binary and multinomial pseudo-random data is proposed. Certain properties of the proposed procedure are examined in the simulation study. (original abstract)

Accessibility

The Main Library of the Cracow University of Economics
The Library of Warsaw School of Economics
The Library of University of Economics in Katowice
The Main Library of Poznań University of Economics and Business
The Main Library of the Wroclaw University of Economics

Full text

Bibliography

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Cited by

ISSN

0208-6018

Language

eng

URI / DOI

BazEkon - The Main Library of the Cracow University of Economics

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