Generate a correlated distribution

adan

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Oct 31, 2020
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Hi,
I have a list of items each having a value between 0 and 1. I want to add another value to each item such that the new value is negatively/positively correlated with the first value.
The new value should be between 0 and 5.
Is there any formula that I can use for that? I would appreciate your help.
Thanks
 
Hi,
I have a list of items each having a value between 0 and 1. I want to add another value to each item such that the new value is negatively/positively correlated with the first value.
The new value should be between 0 and 5.
Is there any formula that I can use for that? I would appreciate your help.
Thanks
I suggest you right a formal (formulaic?) statement of the problem -- this often helped me to figure out the solution.
 
I suggest you right a formal (formulaic?) statement of the problem -- this often helped me to figure out the solution.
Hi, thanks for your comment. I find it challenging to formulate the problem, I am not a mathematican.
 
Hi, thanks for your comment. I find it challenging to formulate the problem, I am not a mathematican.
I do not understand your question. Correlation requires two variables/vectors.
How did you find the correlations of the 5 values you have? Please share your work.
 
Hi,
I have a list of items each having a value between 0 and 1. I want to add another value to each item such that the new value is negatively/positively correlated with the first value.
The new value should be between 0 and 5.
Is there any formula that I can use for that? I would appreciate your help.
Thanks
Is this problem related to the problem you had posed in:


And you have not responded to the "request for more information".
 
Is this problem related to the problem you had posed in:


And you have not responded to the "request for more information".

Hi,
Thanks for your comment.
This problem is not the same one you mentioned.

I could not find an edit option so I can add more details. It seems that I missed explaining the problem concisely. Sorry for that!

There is a variable X that holds more than 1000 items, each item is a tuple (i,j). I have already computed i using a given data. Now I need to generate random values for j between 0 and 5 such that:
j is positively correlated with i
j is negatively correlated with i
 
Last edited:
Hi,
Thanks for your comment.
This problem is not the same one you mentioned.

I could not find an edit option so I can add more details. It seems that I missed explaining the problem concisely. Sorry for that!

There is a variable X that holds more than 1000 items, each item is a tuple (i,j). I have already computed i using a given data. Now I need to generate random values for j between 0 and 5 such that:
j is positively correlated with i
j is negatively correlated with i
Still don't understand your question, but if you set i=j, then i and j would correlate positively and perfectly. But that's not randomly generated?
 
Is this problem related to the problem you had posed in:


And you have not responded to the "request for more information".
Did you finish the problem that you had posted in your thread above.

What did you derive as answer ?
 
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