Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
SV: st: random number generator for gamma
From
"Tomas Lind" <[email protected]>
To
<[email protected]>
Subject
SV: st: random number generator for gamma
Date
Fri, 1 Oct 2010 08:34:24 +0200
Thank you very much Scott Merryman for your kind answer.
Best,
Tomas
-----Ursprungligt meddelande-----
Från: [email protected]
[mailto:[email protected]] För Scott Merryman
Skickat: den 29 september 2010 17:25
Till: [email protected]
Ämne: Re: st: random number generator for gamma
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 <[email protected]> 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/
*
* 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/