An Elegant Method for Generating Multivariate Poisson Random Variable

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dc.creatorYahav, Inbal
dc.creatorShmueli, Galit
dc.date2007-10-30
dc.date2008-03-12
dc.date.accessioned2026-07-07T09:26:04Z
dc.date.available2026-07-07T09:26:04Z
dc.descriptionGenerating multivariate Poisson data is essential in many applications. Current simulation methods suffer from limitations ranging from computational complexity to restrictions on the structure of the correlation matrix. We propose a computationally efficient and conceptually appealing method for generating multivariate Poisson data. The method is based on simulating multivariate Normal data and converting them to achieve a specific correlation matrix and Poisson rate vector. This allows for generating data that have positive or negative correlations as well as different rates.
dc.description11 pages, 11 figures
dc.identifierhttps://arxiv.org/abs/0710.5670
dc.identifierhttp://arxiv.org/abs/0710.5670
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/156623
dc.subjectComputation
dc.titleAn Elegant Method for Generating Multivariate Poisson Random Variable
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