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Re: st: Generate a random double between -1 and 1


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Generate a random double between -1 and 1
Date   Sun, 2 Sep 2012 20:45:23 +0100

See <http://blog.stata.com/2012/08/29/using-statas-random-number-generators-part-3-drawing-with-replacement/>
 and prequels.

Nick

On Sun, Sep 2, 2012 at 8:26 PM, Aaron Kirkman <ak5791@gmail.com> wrote:
> I have a situation where I need to generate random real numbers
> between -1 and 1, and I'm wondering if there is a better way to
> accomplish this. Right now, I use this:
>
> clear
> set obs 100000000
> gen double eps = -1 + 2 * runiform()
> summ eps
>
> While this is probably acceptable, as the theoretical mean is 0, it's
> problematic because multiplying 2 * runiform() excludes half the
> possible values between -1 and 1. Is there a built-in way to do this
> in a way that won't exclude values, or is this method sufficient? In
> practice, I may generate as few as 30 random numbers and as many as
> 100,000,000 (if that's relevant).
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