On Generating Correlated Pseudo-Random Binary Numbers

• Authors: Gamrot, Wojciech

Title variants

EN

O generowaniu skorelowanych binarnych liczb pseudolosowych

Abstracts

EN

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.

Keywords

EN

Random number generator; multinomial distribution; two-point distribution; expectation

• Publisher: Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
• Journal: Acta Universitatis Lodziensis. Folia Oeconomica
• Year: 2012
• Volume: 269

Dates

published

2012

Contributors

author

Gamrot, Wojciech

other

Uniwersytet Ekonomiczny w Katowicach; Wydział Zarządzania; Katedra Statystyki

Identifiers

URI

http://hdl.handle.net/11089/1888