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
Phone: +64-9-373-7599 ext. 88276
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