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st: generating random variables from logistic distribution


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: generating random variables from logistic distribution
Date   Thu, 4 Aug 2005 16:01:55 -0400

Richard said

I can't quite figure out how to use the
-rnd- command (it wants parameters and I am not sure how to specify them)
but the formulas given seem to work fine. For alpha = 0 and beta = 1 I
believe you should get a mean of about 0 and an s.d. of around 1.8, and
that is indeed what I get.

MathWorld says that the first four moments of Logistic[mu,b:b>0} are

mean : mu
var : 1/3 Pi^2 b^2
skew: 0
kurt: 6/5

Which for Richard's mu and b give

. di sqrt(1/3 * _pi^2 * b^2)
1.8137994

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html


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