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11_1
2007 Jul 03
3
generating correlated Bernoulli random variables
Hi all,
I was wondering how to generate samples for two RVs X1 and X2.
X1 ~ Bernoulli (p1)
X2 ~ Bernoulli (p2)
Also, X1 and X2 are correlated with correlation \rho.
Regards,
Vineet
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