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Re: st: Generating random variables with logistic distribution


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Generating random variables with logistic distribution
Date   Thu, 04 Aug 2005 13:55:41 -0500

At 11:29 AM 8/4/2005 -0400, Eric G. Wruck wrote:
This rang a bell so I went back to Mood, Graybill & Boes (1974). What you are interested in is called a probability integral transform (p. 202 if you have that
Thanks to Eric, David & Thomas. 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.

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Richard Williams, Notre Dame Dept of Sociology
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