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Y = (X - xi) / lambda 

that a unit normal Z can be represented as 

gamma + delta * logit Y 

So, mixing in Stata functions to the algebra, 

Y = invlogit((Z - gamma)/delta) 

X = xi + lambda * invlogit((Z - gamma)/delta) 

So it looks like 

. gen XS_B = xi + lambda * invlogit((invnorm(uniform()) - gamma)/delta)

so long as you plug in numbers for the parameters 
xi, lambda, gamma, delta. Here xi is the minimum and lambda is
the range. 

Check my algebra! 

Nick 
[email protected] 

> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]]On Behalf Of Sascha O.
> Becker
> Sent: 20 July 2004 10:08
> To: [email protected]
> Subject: st: Johnson's SB distribution
> 
> 
> Dear all,
> 
> some months ago there was a mail exchange on statalist 
> mentioning Johnson's
> distributions. I could not infer from this discussion if 
> there is any Stata
> module around that allows to draw random numbers from Johnson's SB
> distribution? A -net search- and googling was not successful in this
> respect.
> Any ideas on how to do this? I wanted to replicate a 
> simulation study using
> Johnson's distribution (this study was done using some other 
> package, i.e.
> not Stata)
> 
> Best regards, Sascha
> 
> Sascha Becker
> University of Munich, Germany
> 
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> 

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