## Wendy London, University of Florida

### Simulation of Multivariate Gamma Data with Exponential Marginals
for Independent Clusters

The theory of simulating multivariate gamma data with exponential
marginals is presented, using multivariate normal data to generate a
Wishart matrix, and then extracting the multivariate gamma vector.
Only the correlation structure of the multivariate normal data must be
specified in order to generate a multivariate gamma vector with the
desired mean and variance-covariance structure. A vector of such data
is generated for a single group, and then for multiple, independent
groups that may or may not be identically distributed. This method
simulates positively correlated data due the fact that the correlation
is a function of variance components. An example for failure time
data in survival analysis is presented, including censoring and
discrete covariates, and where each independent vector of multivariate
gamma data has an exchangeable correlation structure.

Key Words and phrases: correlation; exchangeable correlation
structure; survival analysis; multivariate exponential