[R] [FORGED] Re: correlated binomial random variables

Rolf Turner r.turner at auckland.ac.nz
Tue Oct 6 00:00:58 CEST 2015


On 06/10/15 04:43, li li wrote:
> Hi all,
>     Using the "bindata" package, it is possible to gerenerate
> correlated binomial random variables both with the same number of
> trials, say n. I am wondering whether there is an R function to
> calculate the joint probability distribution of the correlated
> binomial random variables. Say if X is binomial (n, p1) and Y is
> binomial (n, p2) and the correlation between X and Y is rho and we
> want to calculate
> P(X <= c, Y <= c).

(1) The use of correlation in the context of binary or binomial variates 
makes little or no sense, it seems to me.  Correlation is basically 
useful for quantifying linear relationships between continuous variates. 
Linear relationships between count variates are of at best limited interest.

(2) I suspect that the correlation does not determine a unique joint 
distribution of X and Y.  If my suspicion is correct then there is not a 
unique (well-defined) answer to the question "What is
Pr(X <= x, Y <= y)?"

cheers,

Rolf Turner

-- 
Technical Editor ANZJS
Department of Statistics
University of Auckland
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