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st: censored random normal with a fixed mean and standard deviation


From   Scott Merryman <scott.merryman@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: censored random normal with a fixed mean and standard deviation
Date   Tue, 20 Oct 2009 13:48:03 -0500

In generating censored random normal variate with a fixed mean and
standard deviation is there a way to determine what the mean and
standard deviation should be for the uncensored normal.

For exmaple, if one wants a cenored normal (at 0) with mean 25 and
standard deviation 30, then

 -gen yield = max(0, rnormal(25,30))-

will result in a mean too large and standard deviation too small.  In
this example values of -rnormal(13.5,43.75)- work, but is there way to
determine what the uncensored mean and standard deviation should be?

clear
set obs 1000000
set seed 123456
gen yield1 = max(0, rnormal(25,30))
gen yield2 = max(0, rnormal(13.5,43.75))
sum


Scott
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