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


From   "Carlo Lazzaro" <carlo.lazzaro@tin.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: R: How to generate a random variable with PDF gamma(a,b,g,x)
Date   Tue, 14 Jun 2011 07:18:20 +0200

Dear Tiago,
using Stata 9.s/SE, the following chunk of code may do what you want:
----------------------------------------------------------------------
set obs 100
g A= gammaden(3,0.04,0.80,uniform())
----------------------------------------------------------------------
Kindest Regards,
Carlo
-----Messaggio originale-----
Da: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di Tiago V. Pereira
Inviato: lunedì 13 giugno 2011 22.22
A: statalist@hsphsun2.harvard.edu
Oggetto: st: How to generate a random variable with PDF gamma(a,b,g,x)

Dear Statalisters,

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.


Any suggestions?

All the best,

Tiago




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