On Mon, 28 Jun 1999, Graham Nichol wrote:
>
> I have a dataset that contains a gamma distribution. I would like to
> simulate a binary variable that is correlated with this gamma distribution.
> My preliminary attempts to do this do not yield the desired degree of
> correlation. Is there a simple solution to this problem?
The highest possible degree of correlation is obtained by I(G > x) where
G is the gamma. Choose x as you wish (even to maximize the corelation,
if that is sensible).
--
Brian D. Ripley, ripley@stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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