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From |
Fabien Bertho <fabien.bertho@sciences-po.org> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: RE: Generation of three uniform random variables that sum to one |

Date |
Thu, 21 Oct 2010 17:14:32 +0200 (CEST) |

Thank you. > ---------------------------------------- > From: Nick Cox <n.j.cox@durham.ac.uk> > Sent: Thu Oct 21 16:24:11 CEST 2010 > To: 'statalist@hsphsun2.harvard.edu' <statalist@hsphsun2.harvard.edu> > Subject: st: RE: RE: Generation of three uniform random variables that sum to one > > > I may be being stupid, but I think your conditions can not be satisfied. > > If > > a + b + c = 1 > > then > > E(a) + E(b) + E(c) = 1 > > And as a, b and c have the same distribution their means must be equal at 1/3. > > (This problem is familiar to me as data that "fill" a triangular plot, as e.g. -triplot- from SSC.) > > Nick > n.j.cox@durham.ac.uk > > Fabien Bertho > > Thank you for this. > > Actually, I would like that the three random variables have an uniform distribution too. If their distributions were uniform, means would be .5 and standard deviations .28 > > But, with the formula you suggest means = .33 and standard deviations = .16 > > What do you think? What can I do? > > Nick Cox <n.j.cox@durham.ac.uk> > > > foreach v in a b c { > > gen `v' = runiform() > > } > > gen total = a + b + c > > foreach v in a b c { > > replace `v' = `v' / total > > } > > > > Nick > > n.j.cox@durham.ac.uk > > > > Fabien Bertho > > > > I would like to generate three uniform random variables. And, the sum of these three variables equals to one. > > > > * > * 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/ -------------------------------------------------------------------------- Tous les courriers électroniques émis depuis la messagerie de Sciences Po doivent respecter des conditions d'usages. Pour les consulter rendez-vous sur http://www.ressources-numeriques.sciences-po.fr/confidentialite_courriel.htm * * 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: Generation of three uniform random variables that sum to one***From:*Fabien Bertho <fabien.bertho@sciences-po.org>

**st: RE: Generation of three uniform random variables that sum to one***From:*Nick Cox <n.j.cox@durham.ac.uk>

**st: RE: Generation of three uniform random variables that sum to one***From:*Fabien Bertho <fabien.bertho@sciences-po.org>

**st: RE: RE: Generation of three uniform random variables that sum to one***From:*Nick Cox <n.j.cox@durham.ac.uk>

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