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Re: AW: st: Stata Inbuilt commands


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: AW: st: Stata Inbuilt commands
Date   Wed, 7 Oct 2009 07:59:44 -0700 (PDT)

--- On Wed, 7/10/09, Martin Weiss wrote:
> [D], p.223, discusses the -runiform()- random number
> generator. I understand from Cameron and Trivedi (2005), 
> http://www.stata.com/bookstore/mma.html, Appendix B,
> that you can create random numbers for many distributions
> based on uniform numbers, so "vmz" may want to take a look
> at these sources...

This is sometimes known as the "inversion method". A great
book on random variable generation is:

Luc Devroye (1986) Non-Uniform Random Variate Generation. 
New York: Springer Verlag.
It is now out of print, but you can download a copy from:
http://cg.scs.carleton.ca/~luc/rnbookindex.html

The inversion method is discussed on page 27.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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