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From |
Jose Marin <marinjos@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: Generation of Random Lognomral Distributions |

Date |
Sat, 30 Apr 2005 13:01:05 -0400 |

I apologize for the inconvenience. what I am trying to do is generate random distributions that look like income distributions at different periods of time. In that case the distributions have to be lognormal and have a lower bound since negative income is not feasible, likewise a positive infinity income is not feasible ether and the distributions have to be different among themselves. So I want the distributions to be generated randomly where the numbers in the distribution have a lower limit of zero and an upper limit of 300,000 and that they have different means and standard deviations that come from a uniform distribution since the distributions should have the same chance of being generated. This is the problem in its fullest expression. Thank you again. Jose On 4/30/05, Nick Cox <n.j.cox@durham.ac.uk> wrote: > It makes sense but it is not precise, > as you don't say what distribution(s) the > mean and standard deviation come from. > > I could make guesses at what you mean, > but it would be better if you would just > state the problem precisely and in one go. > > Nick > n.j.cox@durham.ac.uk > > Jose Marin > > > Thanks Nick, > > Now what i meant about mean and sd whithin a range is that I need the > > distributions to be generated randomly. That is, that the mean and > > standard deviations be randomly chosen from a range. The end result is > > a set of random numbered distribution with randomly chosen mean and > > standard deviation. > > > > Does this make any sense?? > > Nick Cox > > > > 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.) > > 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. > > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**RE: st: RE: Generation of Random Lognomral Distributions***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

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