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Re: st: random uniform variable with unequal probabilities


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: random uniform variable with unequal probabilities
Date   Mon, 19 Nov 2012 13:15:54 +0100

On Mon, Nov 19, 2012 at 12:44 PM, Tomáš Houška wrote:
> I need to generate a random variable from uniform distribution, but
> the probabilities are not not same for each option.

Than it is not a uniform distribution, but a discrete distribution.
Several tips on how to draw a distribution like that are given here:

M.L. Buis (2007), "Stata tip 48: Discrete uses for uniform()", The
Stata Journal, 7(3), pp. 434-435.
<http://www.stata-journal.com/article.html?article=pr0032>

-- Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------

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