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Re: st: Generate a random variable with a range constraint


From   Antoine Terracol <terracol@univ-paris1.fr>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Generate a random variable with a range constraint
Date   Sat, 06 Dec 2008 20:04:50 +0100

Hello David,

I'm not sure this is what you want, but the following code

clear
set obs 5000
scalar sig=70
scalar mu=0.15
scalar up=95
scalar low=45
g /// wt=sig*invnorm((normal((up-mu)/sig)-normal((low-mu)/sig))*runiform()+normal((low-mu)/sig))+mu
su wt

generates a random variable tuncated at 'low' and 'up', and whose *untruncated* distribution is normal with mean 'mu' and standard deviation 'sig'

hope this helps,

Antoine


David Collins wrote:
I apologise for what may be a fairly rudimentary question. I want to generate a random variable (wt), n = 5000; as follows;

 set obs 5000
 set seed 1000
 g wt = 70 * rnormal(1, 0.15)

However, wt also needs to be constrained as follows, 45 < wt < 95. I am having difficulty incorporating the constraint into the generate function, and would appreciate any help.

--David


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