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Generating and estimating dependency between binary variables.

Authors :
Ferreira do Nascimento, Igor
Source :
Communications in Statistics: Simulation & Computation. 2024, Vol. 53 Issue 7, p3531-3540. 10p.
Publication Year :
2024

Abstract

The assumption that binary variables are independent, homogeneously distributed and exchangeable may not reflect reality. Therefore, the present work proposes a method that transforms a multivariate simulation problem dependent of binary variables into a hierarchical dependency model, which allows for easier estimation and simulation. The dependency estimation via Bayesian Inference outperforms the Method of Moments, since it presents a lower error measure and guarantees non-negative estimates bounded by 1. The complexity estimation via Bayesian approach was overcome by important resampling methods via Monte Carlo. The binary simulation proposal was applied to model the probability of death in family groups, considering the broken heart syndrome, when the death of one member affects the probability distribution of another one. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03610918
Volume :
53
Issue :
7
Database :
Academic Search Index
Journal :
Communications in Statistics: Simulation & Computation
Publication Type :
Academic Journal
Accession number :
178594186
Full Text :
https://doi.org/10.1080/03610918.2022.2107221