The need for building and generating statistically dependent random variables arises in various fields of study where simulation has proven to be a useful tool. In this work, we present an approach for constructing ordinal variables with arbitrary marginal distributions and association, expressed in terms of either Goodman and Kruskal's gamma or Pearson's linear correlation.
Inducing a target association between ordinal variables by using a parametric copula family / A. Barbiero - In: Computer Data Analysis and Modeling: Stochastics and Data Science: Proceedings / [a cura di] P. Filzmoser, Yu. Kharin. - [s.l] : Belarusian State University, 2019 Aug. - ISBN 9789855668115. - pp. 13-16 (( Intervento presentato al 12. convegno Computer Data Analysis and Modeling: Stochastics and Data Science tenutosi a Minsk nel 2019.
Inducing a target association between ordinal variables by using a parametric copula family
A. Barbiero
Primo
2019
Abstract
The need for building and generating statistically dependent random variables arises in various fields of study where simulation has proven to be a useful tool. In this work, we present an approach for constructing ordinal variables with arbitrary marginal distributions and association, expressed in terms of either Goodman and Kruskal's gamma or Pearson's linear correlation.
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