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Re: st: RE: Generation of Random Lognomral Distributions


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.
> 
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