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Al Feiveson

-----Original Message-----
[] On Behalf Of Jeph Herrin
Sent: Tuesday, September 12, 2006 8:24 AM
Subject: st: simulating a lognormal distribution

This is not, strictly speaking, a Stata problem, but I am hoping to find
a Stata solution.

I am trying to simulate a lognormal distribution, but have only the
median (which I'm willing to assume is the log mean) plus the mean and
sd of the non-log transformed data. Put another way, I have median, mean
and sd of Y, but log(Y) is normal, and I would like to simulate Y.

I have found -rndlgn-, which will simulate a random log normal
distribution, but only if I have the mean and sd of log(Y). The only
idea I have is to generate a series of log normal distributions X with
mean = log(median(Y)) and a range of sds, until I end up with one where
exp(X) has the mean and sd of Y. But this seems overly computing
intensive for my purposes, as I will need to do this for a large number
of obs with a loop that runs many times.

Any other ideas? In particuar, am I missing an obvious way to get the
mean & sd of log(Y) from the mean and sd of Y?


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