Timeline for Drawing random variates from a partially described probability distribution
Current License: CC BY-SA 3.0
3 events
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| Oct 16, 2013 at 17:19 | comment | added | egosphere | Thank you for your answer but it is not a general solution. Your independence assumption would be fine if it were true that there always existed some distribution matching the fixed pair marginals that also satisfied the assumption. But this is not true. Consider $n=3$ with $x_1=x_3=0$ surely and $x_2=0,1$ equiprobably (Bernoulli). Then of course we have $p(x_1=x_3)=1$ but if we draw the vector $x$ according to your description we would get $p(x_1=x_3)=1/2$. So this doesn't work. Regarding your first comment re knowing some marginals, if it helps just assume that $p(x_i=1)=0.5$ for all $i$ | |
| Oct 16, 2013 at 17:11 | history | edited | Joris Bierkens | CC BY-SA 3.0 |
edited remark
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| Oct 16, 2013 at 17:04 | history | answered | Joris Bierkens | CC BY-SA 3.0 |