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st: RE: How to generate a random variable with PDF gamma(a,b,g,x)


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: How to generate a random variable with PDF gamma(a,b,g,x)
Date   Mon, 13 Jun 2011 20:28:34 +0100

I don't know how the uniform distribution comes into this. Isn't it just a translation of a two-parameter distribution: 

gen y = 0.8 + rgamma(3, 0.04) 

? 

Nick 
n.j.cox@durham.ac.uk 

Tiago V. Pereira

I would like to generate a gamma random variable with probability density
function given by gamma(a,b,g,x) where a = 3 (shape), b = 0.04 (scale), g
= 0.80 (location).

I believe that the trick is to generate x correctly from a uniform
distribution, since I am looking at x>g only.

The pdf should look like this:

http://tinypic.com/r/5yrxgg/7


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