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help for ^randwalk^ tutorial                     (STB-41: tt7)


Random walk tutorial
--------------------


The tutorial ^randwalk^ displays some interesting random walks in 1 and 2 
dimensions. In particular, the tutorial demonstrates that while Gaussian 
(normal) and Cauchy distributions are in many respects quite similar 
(e.g., both distribution are symmetric and bell-shaped; many observations
are required to distinguish them), there is a distinct qualitative
difference between Gaussian and Cauchy random walks. 


To run the tutorial, you have to move (or copy) the file randwalk.tut 
into your Stata directory, where the other tutorial files (files with 
extension *.tut) are also placed. Note that is probably not the same 
directory where your .ado files are located. You can then issue the command

. ^tutorial randwalk^

and read the explanations on the screen.

A first draft of the random walk tutorial was written in Stata version 1 
by Albert Verbeek, professor of mathematical sociology at Utrecht 
University, shortly before he died. According to Verbeek's documentation, 
the tutorial was based on Huber's ISP random walk demo. I recently relocated 
this tutorial file, and made the modifications to the coding to make it fit 
into Stata's tutorial system.


Authors
-------

       Albert Verbeek
       Utrecht University
       Netherlands

       Jeroen Weesie
       Utrecht University
       Netherlands
       weesie@@weesie.fsw.ruu.nl

Also see
--------

    STB:  STB-41 tt7