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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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