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st: Stata implementation of alias method


From   Jesse McCrosky <mccrosky@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Stata implementation of alias method
Date   Thu, 9 Aug 2012 10:16:52 -0600

Hi all,

I've been looking for an implementation in Stata of the alias method (for sampling from an arbitrary discrete distribution) and very surprised not to find one.  If it really hasn't been done, I'll write it myself, but just thought I'd check here first.

For those unfamiliar with the method, but curious, the method is described about halfway down here: http://www.keithschwarz.com/darts-dice-coins/ and the best implementation is in this paper: http://www.jstor.org/stable/10.2307/2683739

Anyone seen or written this in Stata?

Best,

Jesse McCrosky





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