Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

RE: st: RE: Generation of Random Lognomral Distributions


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: Generation of Random Lognomral Distributions
Date   Sat, 30 Apr 2005 16:01:11 -0400

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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index