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st: RE: Generation of Random Lognomral Distributions


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: Generation of Random Lognomral Distributions
Date   Sat, 30 Apr 2005 12:06:08 +0100

A random sample from a lognormal can be generated directly by 

. gen lognormal = exp(<mean> + <sd> * invnorm(uniform())) 

Here replace <mean> and <sd> by variables or constants giving 
the desired mean(s) and sd(s) of the logged variable. 

I am not clear exactly what you mean by "within a ra[n]ge", 
but some variation on this will get what you want. 

(Naturally, this is the recipe used by -rndlogn-. In 
the help file for that program, and in the code, 
whenever it says variance, it means sd.) 

Nick 
[email protected] 

Jose Marin
 
> I have a quick question.
> I am trying to generate a large number of random lognormal
> distributions with mean and standard deviation within a rage. I tried
> using mkbilogn and rndlgn but they generate distributions around the
> same inputted mean and standard deviation. I am a new Stata user.

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