RE: st: RE: Generation of Random Lognomral Distributions

 From "Nick Cox" To 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.

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