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st: RE: Sampling from a particular distribution


From   "Maarten Buis" <[email protected]>
To   <[email protected]>
Subject   st: RE: Sampling from a particular distribution
Date   Fri, 29 Jun 2007 14:49:48 +0200

--- Abdel Rahmen El Lahga wrote:
> I would like to draw a sample of wages from a particular distribution
> in order to replicate some results.
> The cumulative distribution function on interest have his form
> F(x)= 1- (x+1)*exp(-x).

This is an Erlang distribution with parameters 1 
for lambda and 2 for k. (see: 
http://en.wikipedia.org/wiki/Erlang_distribution) 
You can generate a random variable from this 
distribution in the following way:

*------ begin example ------
drop _all
set obs 1000
gen exp1 = -ln(uniform())
gen exp2 = -ln(uniform())
gen Erlang = exp1 + exp2
twoway kdensity Erlang
*-------- end example ------
(For more on how to use examples I sent to the Statalist, see
http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology 
Vrije Universiteit Amsterdam 
Boelelaan 1081 
1081 HV Amsterdam 
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434 

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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