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Sampling from a couple of positively correlated binomial variables

Mario Catalani
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Abstract

We know that the marginals in a multinomial distribution are binomial variates exhibiting a negative correlation. But we can construct two linear combinations of such marginals in such a way to obtain a positive correlation. We discuss the restrictions that are to be imposed on the parameters of the given marginals to accomplish such a result. Next we discuss the regression function, showing that it is a linear function but not homoscedastic.

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Mario Catalani. 2002-09-04. Sampling from a couple of positively correlated binomial variables. https://arxiv.org/abs/cs/0209005

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