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From |
Scott Merryman <scott.merryman@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: random number generator for gamma |

Date |
Wed, 29 Sep 2010 10:25:17 -0500 |

The mean of a gamma distribution = shape*scale. In the rndgamx syntax the scale is calculated as mu*shape. With m=2 -rndgamx m , s(11.11)- should produce of mean of 22.22*11.11 = 246.86 If you want a mean of 2 with a shape parameter of 11.11 then mu = 2/(11.11)^2 : . clear . set obs 10000 obs was 0, now 10000 . gen y = 2/(11.11)^2 . rndgamx y , s(11.11) ( Generating ............ ) Variable xg created. . sum Variable | Obs Mean Std. Dev. Min Max -------------+-------------------------------------------------------- y | 10000 .0162032 0 .0162032 .0162032 xg | 10000 2.001865 .5960008 .40838 4.753399 Scott On Wed, Sep 29, 2010 at 7:48 AM, Tomas Lind <tomas.lind@ki.se> wrote: > Dear Statalist > > I“ve been using the -rnd- ado-package from Hilbe/Linde-Zwirble (update from > STB-28: sg44). > > The following syntax produces sensible results (mean and sd) when I generate > 20000 Gamma distributed random numbers with shape=11.11 and scale=0.18 > > clear * > rndgam 20000 11.11 0.18 > summarize xg // mean=2.0 sd=0.60 > > > > However, with -rndgamx- I don“t get the same values. I have probably missed > something fundamental. Someone know what goes on? > > clear * > set obs 20000 > gen m=2 // mean=2 > rndgamx m , s(11.11) > summarize xg // mean=247 sd=74 > > > /Tomas * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: random number generator for gamma***From:*"Tomas Lind" <tomas.lind@ki.se>

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