A Note on the Simulation of Overdispersed Random Variables With Specified Marginal Means and Product Correlations

摘要

We propose a straightforward approach for simulation of discrete random variables with overdispersion, specified marginal means, and product correlations. The method stems from results we prove for variables with first-order antedependence and linearity of the conditional expectations and is therefore appropriate to simulate variables with these properties. Supplementary materials for this article are available online.