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1. Simultaneous generation of multivariate mixed data with Poisson and normal marginals.

Author

Amatya, Anup and Demirtas, Hakan

Subjects
MULTIVARIATE analysis, POISSON processes, RANDOM number generators, MATHEMATICAL variables, COMPUTER simulation, STATISTICAL correlation, ALGORITHMS
Abstract

The present paper develops a procedure for simulating multivariate data with count and continuous variables with a pre-specified correlation matrix. The count and continuous variables are assumed to have Poisson and normal marginals, respectively. The data generation mechanism is a combination of the normal to anything principle and a newly established connection between Poisson and normal correlations in the mixture. A step-by-step algorithm is provided and its performance is evaluated using two simulated and one real-data scenarios. [ABSTRACT FROM PUBLISHER]

Published
2015
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