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RE: st: how to simulate an arbitrary distribution


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: how to simulate an arbitrary distribution
Date   Mon, 7 Apr 2008 17:19:06 +0100

Please give reference(s)! 

Nick
n.j.cox@durham.ac.uk 

Naji Nassar

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)

Maarten buis 
>> 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.

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