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Re: st: unexpected -rbinomial- behaviour


From   Jeph Herrin <stata@spandrel.net>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: unexpected -rbinomial- behaviour
Date   Wed, 15 Sep 2010 12:12:42 -0400

I meant only the endpoints on p; eg

 rbinomial(1e+10,0)

should in theory always return 0.


On 9/15/2010 11:25 AM, Steve Samuels wrote:
--

" But it would have been easy enough to trap the endpoints and return
a meaningful (rather than missing) value."

Jeph, I don't think its so simple. What value would you report for
cases like this:

di rbinomial(1e+10,1e-9)    // n x p = 10
.
Steve


On Tue, Sep 14, 2010 at 5:26 PM, Jeph Herrin<stata@spandrel.net>  wrote:
But it would have been easy enough to trap the endpoints and
return a meaningful (rather than missing) value.


On 9/14/2010 4:34 PM, Tirthankar Chakravarty wrote:

Jeph,

The Stata function -rbinomial- is not defined for p=0. From
h rbinomial
rbinomial(n, p)
        Domain n:     1 to 1e+11
        Domain p:     1e-8 to 1-1e-8
        Range:        0 to n

Your probabilistic statement about the degenerate Binomial
distribution is correct - the domain of the Binomial distribution is p
\in [0,1]. My guess would be that the p=/=0 condition is a limitation
of the simulation algorithm.

T

On Tue, Sep 14, 2010 at 12:54 PM, Jeph Herrin<stata@spandrel.net>    wrote:

Am I wrong to expect rbinomial(n,0) = 0?

. di rbinomial(10,0)
.

I would think that if P(success)= 0, then E(successes)=0.


Jeph


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