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Re: st: how to simulate an arbitrary distribution


From   Naji Nassar <nassar@noos.fr>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: how to simulate an arbitrary distribution
Date   Sat, 05 Apr 2008 00:51:17 +0200

Hi


to generate random variable, on can consider Ramberg method (1972-1974) it
allows to draw random variable given the four first moment (mean, variance,
skewness & kurtosis)

Hope this helps
Naji


Le 4/04/08 15:29, « Maarten buis » <maartenbuis@yahoo.co.uk> a écrit :

>> I have a dataset of 1500 observations, each with an
>> identifier and a -y- value. -y- is highly skewed, and
>> nothing I've tried seems to normalize it.
>> 
>> I'd like to simulate the distribution of -y-. Is there
>> a reasonable way to do this if I can't find a transform
>> of it that looks like a standard distribution?
> 
> You can sample with replacement from the empirical
> distribution of y using -bsample-:
> 
> keep y
> bsample 
> 
> The variable y is now a random draw from the empirical
> distribution of y.
> 
> Hope this helps,
> Maarten
> 
> 
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
> 
> visiting address:
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> 
> +31 20 5986715
> 
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
> 
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