On generating sets of binary random variables with specified firstand second-moments

Abstract:

We study the problem of generating sets of binary random variables with specified means and pairwise correlations (i.e., specified individual- and pairwise-joint- probabilities). We propose a low-complexity algorithm for generating such correlated random variables, that involves first generating a set of mutually independent "source" binary random variables and then constructing the desired random variables by randomly selecting from and probabilistically copying or anti-copying the source variables. We show that the parameters of this data-generation algorithm can be easily designed to achieve the desired statistics, under broad conditions. © 2010 AACC.

Año de publicación:

2010

Keywords:

Fuente:

scopus