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st: RE: Markov Chain simulation


From   Kieran McCaul <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: RE: Markov Chain simulation
Date   Thu, 24 Jan 2013 14:44:40 +0800

...

help simulate

-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of yannan shen
Sent: Thursday, 24 January 2013 2:04 PM
To: [email protected]
Subject: st: Markov Chain simulation

Dear statalist,
I am currently learning stochastic processes and I want to use stata
to simulate a random variable.
I have the initial distribution and transition probability matrix.
In addition, I want to repeat this process 2000 times to calculate
E(X). Potentially, I want to calculate the confidence interval for my
estimation.
Is there a command in stat for that purpose?

Thanks!
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