Discrete bivariate distributions with given marginals and correlation

DOI10.1080/03610918708812585zbMath0609.62072OpenAlexW1509381618WikidataQ126236066 ScholiaQ126236066MaRDI QIDQ3749945

Roger B. Nelsen

Publication date: 1987

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918708812585

zbMATH Keywords

correlationsimulationbivariate Poisson distributiondiscrete bivariate distributionsarbitrary marginalsdependent discrete random variablesdiscrete Fréchet boundary distributionsdiscrete Fréchet bounds

Mathematics Subject Classification ID

Multivariate analysis (62H99) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exact distribution theory in statistics (62E15)

Related Items (16)

Discrete distributions in the extended FGM family: the p.g.f. Approach ⋮ Computer Generation and Estimation in a One-Parameter System Of Bivariate Distributions with Specified Marginals ⋮ Dependence Information in Parameterized Copulas ⋮ A Primer on Copulas for Count Data ⋮ Diagonal copulas of archimedean class ⋮ Diagonal copulas of archimedean class ⋮ Generating dependent random numbers with given correlations and margins from exponential dispersion models ⋮ Multivariate composite distributions for coefficients in synthetic optimization problems ⋮ Generating Spike Trains with Specified Correlation Coefficients ⋮ Probability distributions with given multivariate marginals and given dependence structure ⋮ Backward simulation of multivariate mixed Poisson processes ⋮ Inducing a desired value of correlation between two point-scale variables: a two-step procedure using copulas ⋮ Modeling and Generating Dependent Risk Processes for IRM and DFA ⋮ Discrete bivariate distributions generated by copulas: DBEEW distribution ⋮ Simulating dependent discrete data ⋮ On a Simple Construction of a Bivariate Probability Function With a Common Marginal

Cites Work

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• Bivariate distributions with given marginals
• A Family of Bivariate Distributions Generated by the Bivariate Bernoulli Distribution
• One-parameter families of bivariate distributions with fixed marginals
• Some Concepts of Dependence

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